+189.3%
GLW vs ISRG
+18,108.6%
-17,919.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.8% |
| 7D | +3.8% | -1.6% | +5.3% | +4.1% |
| 30D | -1.3% | -2.3% | +0.9% | -1.1% |
| 3M | -21.8% | -12.4% | -9.4% | -20.5% |
| 6M | +6.9% | -26.8% | +33.7% | +12.1% |
| YTD | +77.2% | -35.3% | +112.4% | +90.1% |
| 1Y | +123.2% | -19.3% | +142.6% | +128.3% |
| 3Y | +400.0% | +18.1% | +381.9% | +371.3% |
| 5Y | +342.8% | +2.6% | +340.2% | +321.8% |
| 10Y | +771.4% | +379.4% | +391.9% | +537.8% |
| All | +189.3% | +18,108.6% | -17,919.3% | +42.1% |
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