+521.5%
ISRG vs GD
+192.5%
+329.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.6% |
| 7D | +4.4% | -3.9% | +8.3% | +6.5% |
| 30D | +15.8% | +8.1% | +7.7% | +10.7% |
| 3M | +24.9% | -6.8% | +31.6% | +29.2% |
| 6M | +3.8% | +3.0% | +0.8% | +1.6% |
| YTD | -17.3% | +7.8% | -25.0% | -21.8% |
| 1Y | -14.6% | +5.8% | -20.4% | -18.4% |
| 3Y | +68.2% | +55.3% | +12.9% | +25.7% |
| 5Y | +28.4% | +96.7% | -68.3% | -17.6% |
| All | +521.5% | +192.5% | +329.1% | +317.2% |
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