+816.6%
GLD vs ISRG
+9,885.8%
-9,069.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +4.4% | -2.3% | +6.7% | +4.4% |
| 3M | -1.1% | -12.4% | +11.4% | -0.8% |
| 6M | -13.8% | -26.8% | +13.0% | -13.2% |
| YTD | +2.6% | -35.3% | +37.9% | +3.6% |
| 1Y | +24.5% | -19.3% | +43.8% | +25.0% |
| 3Y | +125.8% | +18.1% | +107.7% | +124.5% |
| 5Y | +137.8% | +2.6% | +135.2% | +136.2% |
| 10Y | +221.4% | +379.4% | -158.1% | +210.3% |
| All | +816.6% | +9,885.8% | -9,069.2% | +723.5% |
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