-19.9%
ISRG vs GDXJ
+47.3%
-67.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +2.5% |
| 7D | -2.5% | -6.2% | +3.7% | -1.9% |
| 30D | -10.2% | +4.6% | -14.8% | -10.8% |
| 3M | -12.5% | +31.3% | -43.8% | -15.4% |
| 6M | -25.8% | -10.7% | -15.1% | -25.6% |
| YTD | -36.4% | +9.1% | -45.4% | -37.1% |
| 1Y | -19.9% | +44.1% | -64.0% | -25.2% |
| All | -19.9% | +47.3% | -67.2% | -25.2% |
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