+370.1%
ISRG vs GAP
+28.3%
+341.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.4% | +1.6% |
| 7D | -5.0% | -3.2% | -1.8% | -4.5% |
| 30D | -10.2% | -0.7% | -9.5% | -10.3% |
| 3M | -17.2% | -0.5% | -16.7% | -17.4% |
| 6M | -28.4% | -5.0% | -23.4% | -28.4% |
| YTD | -37.6% | -14.7% | -23.0% | -36.7% |
| 1Y | -24.4% | -8.6% | -15.8% | -24.5% |
| 3Y | +18.4% | +108.4% | -89.9% | -3.3% |
| 5Y | -1.0% | +5.8% | -6.7% | -13.2% |
| 10Y | +370.1% | +29.6% | +340.5% | +244.0% |
| All | +370.1% | +28.3% | +341.9% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling