+542.4%
GLW vs ISRG
+524.5%
+17.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.5% | +8.6% |
| 7D | -5.9% | +5.4% | -11.3% | -8.0% |
| 30D | -26.0% | +8.6% | -34.6% | -28.6% |
| 3M | -29.9% | +21.6% | -51.5% | -35.8% |
| 6M | -37.8% | +2.3% | -40.1% | -40.4% |
| YTD | +33.1% | -18.7% | +51.8% | +40.4% |
| 1Y | +36.8% | -17.8% | +54.6% | +43.5% |
| 3Y | +356.1% | +69.1% | +287.0% | +230.3% |
| 5Y | +243.8% | +26.5% | +217.3% | +174.0% |
| 10Y | +542.4% | +536.3% | +6.1% | +162.6% |
| All | +542.4% | +524.5% | +17.9% | +162.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling