+22,229.9%
ISRG vs GAP
+27.5%
+22,202.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.8% | -2.5% |
| 7D | +4.8% | -3.8% | +8.6% | +5.7% |
| 30D | +9.2% | -9.0% | +18.3% | +11.5% |
| 3M | +21.2% | +5.5% | +15.7% | +19.4% |
| 6M | +0.2% | -11.1% | +11.3% | +1.8% |
| YTD | -20.1% | -13.6% | -6.5% | -18.9% |
| 1Y | -17.3% | -2.9% | -14.5% | -18.4% |
| 3Y | +63.3% | +69.6% | -6.3% | +32.7% |
| 5Y | +24.1% | +5.4% | +18.7% | +5.9% |
| 10Y | +507.0% | +17.8% | +489.1% | +324.7% |
| All | +22,229.9% | +27.5% | +22,202.3% | +12,434.4% |
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