+17.4%
ISRG vs GDXJ
+294.3%
-276.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.4% | -4.3% |
| 7D | -5.2% | +4.3% | -9.5% | -5.8% |
| 30D | -7.6% | +8.4% | -16.0% | -8.9% |
| 3M | -16.4% | +25.5% | -41.9% | -19.6% |
| 6M | -28.6% | -6.3% | -22.2% | -28.5% |
| YTD | -38.2% | +12.1% | -50.3% | -40.4% |
| 1Y | -25.5% | +51.1% | -76.5% | -32.6% |
| 3Y | +17.4% | +296.1% | -278.7% | -16.3% |
| All | +17.4% | +294.3% | -276.9% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling