+529.5%
ISRG vs GDDY
+368.0%
+161.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -5.0% | -8.1% | +3.1% | -2.3% |
| 30D | -10.2% | +2.3% | -12.5% | -11.3% |
| 3M | -17.2% | +14.7% | -31.9% | -22.3% |
| 6M | -28.4% | +2.1% | -30.5% | -30.7% |
| YTD | -37.6% | -24.6% | -13.1% | -33.3% |
| 1Y | -24.4% | -37.1% | +12.7% | -13.9% |
| 3Y | +18.4% | +25.5% | -7.1% | +2.9% |
| 5Y | -1.0% | +24.2% | -25.2% | -14.5% |
| 10Y | +370.1% | +191.6% | +178.5% | +241.3% |
| All | +529.5% | +368.0% | +161.5% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling