+376.2%
ISRG vs GD
+190.3%
+185.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | +0.1% |
| 7D | -1.6% | -5.3% | +3.7% | +1.3% |
| 30D | -2.3% | -6.4% | +4.2% | +1.3% |
| 3M | -12.4% | +5.7% | -18.1% | -15.3% |
| 6M | -26.8% | -0.9% | -25.9% | -26.8% |
| YTD | -35.3% | +8.2% | -43.4% | -38.7% |
| 1Y | -19.3% | +13.4% | -32.7% | -25.7% |
| 3Y | +18.1% | +68.5% | -50.4% | -16.4% |
| 5Y | +2.6% | +97.2% | -94.5% | -34.2% |
| All | +376.2% | +190.3% | +185.8% | +169.6% |
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