-19.3%
ISRG vs GDXJ
+58.9%
-78.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -0.6% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -2.3% | +17.9% | -20.1% | -4.2% |
| 3M | -12.4% | +15.3% | -27.8% | -14.3% |
| 6M | -26.8% | -9.4% | -17.4% | -26.8% |
| YTD | -35.3% | +13.4% | -48.7% | -36.3% |
| 1Y | -19.3% | +59.7% | -79.0% | -24.0% |
| All | -19.3% | +58.9% | -78.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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