+19.7%
GS vs ISRG
-11.6%
+31.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.8% | +2.3% |
| 7D | +0.3% | +8.5% | -8.2% | -0.8% |
| 30D | +3.9% | +18.6% | -14.7% | +1.5% |
| 3M | -11.4% | +30.9% | -42.3% | -14.7% |
| 6M | +3.7% | +6.6% | -2.9% | +5.6% |
| YTD | +7.1% | -14.9% | +22.0% | +18.6% |
| 1Y | +19.7% | -10.5% | +30.2% | +29.1% |
| All | +19.7% | -11.6% | +31.2% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling