+139.3%
GS vs ISRG
+23.7%
+115.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.7% |
| 7D | -3.2% | +4.8% | -8.0% | -4.6% |
| 30D | -2.4% | +9.2% | -11.6% | -5.1% |
| 3M | -15.7% | +21.2% | -36.9% | -21.0% |
| 6M | -6.8% | +0.2% | -7.0% | -8.0% |
| YTD | -0.1% | -20.1% | +20.0% | +6.6% |
| 1Y | +12.1% | -17.3% | +29.4% | +18.1% |
| 3Y | +185.8% | +63.3% | +122.5% | +136.6% |
| All | +139.3% | +23.7% | +115.6% | +104.2% |
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