+141.0%
GS vs ISRG
+28.9%
+112.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.5% | -5.5% |
| 7D | -6.3% | +4.4% | -10.7% | -7.6% |
| 30D | -3.1% | +15.8% | -18.9% | -7.5% |
| 3M | -17.7% | +24.9% | -42.5% | -23.5% |
| 6M | -4.6% | +3.8% | -8.4% | -6.8% |
| YTD | +0.3% | -17.3% | +17.6% | +5.9% |
| 1Y | +11.7% | -14.6% | +26.3% | +16.6% |
| 3Y | +183.6% | +68.2% | +115.3% | +132.7% |
| 5Y | +141.0% | +28.4% | +112.6% | +100.9% |
| All | +141.0% | +28.9% | +112.0% | +100.9% |
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