+486.7%
GS vs ISRG
+501.0%
-14.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.9% |
| 7D | -3.2% | +4.8% | -8.0% | -4.9% |
| 30D | -2.4% | +9.2% | -11.6% | -5.7% |
| 3M | -15.7% | +21.2% | -36.9% | -22.0% |
| 6M | -6.8% | +0.2% | -7.0% | -8.6% |
| YTD | -0.1% | -20.1% | +20.0% | +6.9% |
| 1Y | +12.1% | -17.3% | +29.4% | +18.3% |
| 3Y | +185.8% | +63.3% | +122.5% | +124.5% |
| 5Y | +140.1% | +24.1% | +116.0% | +102.8% |
| All | +486.7% | +501.0% | -14.3% | +249.0% |
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 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