+533.8%
ISRG vs GD
+165.4%
+368.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.5% |
| 7D | -6.1% | +1.9% | -8.0% | -7.1% |
| 30D | +4.2% | +9.2% | -5.0% | -1.0% |
| 3M | +9.6% | -7.5% | +17.1% | +14.0% |
| 6M | +1.9% | +5.8% | -3.9% | -1.8% |
| YTD | -22.3% | +9.8% | -32.1% | -27.4% |
| 1Y | -23.2% | +5.8% | -28.9% | -26.6% |
| 3Y | +58.5% | +58.0% | +0.5% | +16.5% |
| 5Y | +23.9% | +100.4% | -76.5% | -22.2% |
| All | +533.8% | +165.4% | +368.4% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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