+1,353.1%
ISRG vs GDXJ
+35.6%
+1,317.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.5% | -1.6% |
| 7D | -6.1% | -4.9% | -1.2% | -5.6% |
| 30D | +4.2% | -10.0% | +14.2% | +5.4% |
| 3M | +9.6% | -16.6% | +26.3% | +11.5% |
| 6M | +1.9% | -23.3% | +25.1% | +4.2% |
| YTD | -22.3% | -12.4% | -9.9% | -22.3% |
| 1Y | -23.2% | +0.5% | -23.6% | -24.5% |
| 3Y | +58.5% | +220.5% | -162.0% | +33.7% |
| 5Y | +23.9% | +124.7% | -100.8% | +7.2% |
| 10Y | +536.7% | +240.2% | +296.5% | +419.4% |
| All | +1,353.1% | +35.6% | +1,317.5% | +1,099.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling