+69.0%
ISRG vs GD
+55.3%
+13.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.1% |
| 7D | +4.4% | -3.9% | +8.3% | +5.5% |
| 30D | +15.8% | +8.1% | +7.7% | +12.7% |
| 3M | +24.9% | -6.8% | +31.6% | +27.4% |
| 6M | +3.8% | +3.0% | +0.8% | +2.6% |
| YTD | -17.3% | +7.8% | -25.0% | -19.5% |
| 1Y | -14.6% | +5.8% | -20.4% | -16.4% |
| All | +69.0% | +55.3% | +13.7% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling