-10.5%
ISRG vs GDDY
-11.8%
+1.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.3% | +5.1% | +8.7% |
| 7D | +8.5% | +11.1% | -2.5% | +6.8% |
| 30D | +18.6% | +18.6% | 0.0% | +15.5% |
| 3M | +30.9% | +32.8% | -1.9% | +24.8% |
| 6M | +6.6% | +34.0% | -27.5% | +0.8% |
| YTD | -14.9% | -4.6% | -10.2% | -11.3% |
| 1Y | -10.5% | -12.5% | +1.9% | -5.8% |
| All | -10.5% | -11.8% | +1.3% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling