-25.1%
ISRG vs GAP
-4.4%
-20.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -5.2% | +1.7% | -6.9% | -5.4% |
| 30D | -7.6% | +9.3% | -16.9% | -9.2% |
| 3M | -16.4% | +6.1% | -22.4% | -17.6% |
| 6M | -28.6% | -2.3% | -26.3% | -29.4% |
| YTD | -38.2% | -10.6% | -27.6% | -38.3% |
| All | -25.1% | -4.4% | -20.7% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling