+185.7%
GS vs ISRG
+2.5%
+183.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.4% |
| 30D | -1.6% | -2.3% | +0.7% | -1.0% |
| 3M | -4.5% | -12.4% | +8.0% | -1.4% |
| 6M | +20.9% | -26.8% | +47.7% | +32.5% |
| YTD | +19.9% | -35.3% | +55.1% | +37.0% |
| 1Y | +41.4% | -19.3% | +60.7% | +48.2% |
| 3Y | +239.2% | +18.1% | +221.0% | +211.9% |
| All | +185.7% | +2.5% | +183.2% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling