+1,111.3%
ISRG vs GDXJ
+75.7%
+1,035.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -0.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -2.3% | +17.9% | -20.1% | -4.3% |
| 3M | -12.4% | +15.3% | -27.8% | -14.4% |
| 6M | -26.8% | -9.4% | -17.4% | -26.6% |
| YTD | -35.3% | +13.4% | -48.7% | -37.0% |
| 1Y | -19.3% | +59.7% | -79.0% | -25.0% |
| 3Y | +18.1% | +283.6% | -265.4% | -2.3% |
| 5Y | +2.6% | +217.6% | -215.0% | -14.4% |
| 10Y | +379.4% | +225.7% | +153.8% | +288.0% |
| All | +1,111.3% | +75.7% | +1,035.7% | +872.2% |
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 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