+386.2%
ISRG vs GDDY
+207.2%
+178.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.7% |
| 7D | +0.7% | -3.2% | +3.9% | +1.9% |
| 30D | -8.0% | +6.8% | -14.8% | -11.0% |
| 3M | -10.6% | +30.5% | -41.1% | -21.5% |
| 6M | -25.1% | +13.3% | -38.4% | -31.0% |
| YTD | -34.8% | -21.0% | -13.9% | -30.6% |
| 1Y | -19.0% | -34.0% | +15.0% | -6.9% |
| 3Y | +22.1% | +33.1% | -11.0% | -1.6% |
| 5Y | +8.2% | +30.3% | -22.1% | -13.6% |
| All | +386.2% | +207.2% | +178.9% | +174.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling