+533.8%
ISRG vs GDXJ
+248.0%
+285.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.5% | -1.4% |
| 7D | -6.1% | -4.9% | -1.2% | -5.4% |
| 30D | +4.2% | -10.0% | +14.2% | +5.7% |
| 3M | +9.6% | -16.6% | +26.3% | +12.1% |
| 6M | +1.9% | -23.3% | +25.1% | +5.0% |
| YTD | -22.3% | -12.4% | -9.9% | -22.5% |
| 1Y | -23.2% | +0.5% | -23.6% | -25.2% |
| 3Y | +58.5% | +220.5% | -162.0% | +24.1% |
| 5Y | +23.9% | +124.7% | -100.8% | +0.2% |
| All | +533.8% | +248.0% | +285.8% | +399.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling