+17,983.8%
ISRG vs GAP
+32.2%
+17,951.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.6% | -4.5% | +2.9% | -0.7% |
| 30D | -2.3% | +9.0% | -11.3% | -4.3% |
| 3M | -12.4% | +5.0% | -17.4% | -13.6% |
| 6M | -26.8% | -17.8% | -9.0% | -24.8% |
| YTD | -35.3% | -10.4% | -24.9% | -34.8% |
| 1Y | -19.3% | -3.4% | -15.9% | -20.4% |
| 3Y | +18.1% | +111.5% | -93.3% | -9.1% |
| 5Y | +2.6% | +8.8% | -6.2% | -13.2% |
| 10Y | +379.4% | +32.9% | +346.5% | +224.2% |
| All | +17,983.8% | +32.2% | +17,951.7% | +9,982.8% |
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