+386.2%
ISRG vs GFI
+1,066.8%
-680.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | +0.7% | -4.9% | +5.5% | +1.0% |
| 30D | -8.0% | +10.7% | -18.7% | -8.7% |
| 3M | -10.6% | +25.6% | -36.2% | -12.1% |
| 6M | -25.1% | -8.3% | -16.8% | -25.1% |
| YTD | -34.8% | +6.3% | -41.1% | -35.6% |
| 1Y | -19.0% | +22.1% | -41.1% | -20.8% |
| 3Y | +22.1% | +289.2% | -267.1% | +10.1% |
| 5Y | +8.2% | +531.7% | -523.5% | -6.1% |
| All | +386.2% | +1,066.8% | -680.7% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling