+1,581.9%
GS vs ISRG
+18,108.6%
-16,526.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.9% | -1.6% | +2.5% | +1.3% |
| 30D | -1.6% | -2.3% | +0.7% | -1.2% |
| 3M | -4.5% | -12.4% | +8.0% | -2.5% |
| 6M | +20.9% | -26.8% | +47.7% | +27.9% |
| YTD | +19.9% | -35.3% | +55.1% | +30.1% |
| 1Y | +41.4% | -19.3% | +60.7% | +45.9% |
| 3Y | +239.2% | +18.1% | +221.0% | +221.8% |
| 5Y | +185.0% | +2.6% | +182.4% | +173.6% |
| 10Y | +655.0% | +379.4% | +275.5% | +437.9% |
| All | +1,581.9% | +18,108.6% | -16,526.6% | +642.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling