+22,612.5%
ISRG vs GAP
+32.0%
+22,580.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.0% |
| 7D | +5.4% | 0.0% | +5.4% | +5.5% |
| 30D | +8.6% | -4.3% | +12.9% | +9.7% |
| 3M | +21.6% | +9.4% | +12.2% | +18.9% |
| 6M | +2.3% | -3.3% | +5.6% | +2.1% |
| YTD | -18.7% | -10.5% | -8.1% | -18.1% |
| 1Y | -17.8% | -2.4% | -15.4% | -18.9% |
| 3Y | +69.1% | +80.1% | -11.0% | +35.6% |
| 5Y | +26.5% | +6.5% | +20.0% | +7.8% |
| 10Y | +536.3% | +14.6% | +521.7% | +349.6% |
| All | +22,612.5% | +32.0% | +22,580.6% | +12,556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling