+16.0%
GS vs ISRG
-21.7%
+37.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +5.9% | -2.0% | +7.9% | +6.2% |
| 30D | +4.3% | +5.6% | -1.3% | +3.7% |
| 3M | -11.7% | +10.5% | -22.2% | -12.6% |
| 6M | -3.2% | +2.6% | -5.8% | -1.8% |
| YTD | +5.8% | -21.7% | +27.5% | +18.8% |
| 1Y | +16.0% | -21.6% | +37.6% | +30.8% |
| All | +16.0% | -21.7% | +37.8% | +30.8% |
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