+28.1%
ISRG vs GDXJ
+138.8%
-110.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | -6.8% | +0.3% | -7.0% | -6.9% |
| 30D | +5.1% | -7.4% | +12.6% | +6.4% |
| 3M | +12.0% | -11.9% | +23.9% | +13.9% |
| 6M | +7.0% | -19.3% | +26.3% | +10.1% |
| YTD | -20.6% | -8.1% | -12.5% | -22.0% |
| 1Y | -21.4% | +9.1% | -30.5% | -26.2% |
| 3Y | +62.0% | +236.2% | -174.2% | +6.7% |
| 5Y | +28.1% | +136.3% | -108.2% | -0.6% |
| All | +28.1% | +138.8% | -110.7% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling