+739.4%
GLD vs ISRG
+12,230.4%
-11,491.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | +4.7% | +4.8% | -0.1% | +4.6% |
| 30D | -0.9% | +9.2% | -10.1% | -1.1% |
| 3M | -4.4% | +21.2% | -25.6% | -4.9% |
| 6M | -13.6% | +0.2% | -13.8% | -13.7% |
| YTD | -6.0% | -20.1% | +14.0% | -5.6% |
| 1Y | +1.8% | -17.3% | +19.1% | +2.1% |
| 3Y | +103.2% | +63.3% | +39.9% | +100.4% |
| 5Y | +119.3% | +24.1% | +95.3% | +116.8% |
| 10Y | +199.5% | +507.0% | -307.5% | +187.5% |
| All | +739.4% | +12,230.4% | -11,491.0% | +650.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ISRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling