+16.8%
ISRG vs GFI
+304.2%
-287.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -5.0% | +4.7% | -9.7% | -5.4% |
| 30D | -10.2% | +14.4% | -24.6% | -11.2% |
| 3M | -17.2% | +32.5% | -49.7% | -19.2% |
| 6M | -28.4% | -7.2% | -21.3% | -28.7% |
| YTD | -37.6% | +10.9% | -48.5% | -38.6% |
| 1Y | -24.4% | +35.5% | -59.9% | -26.6% |
| All | +16.8% | +304.2% | -287.4% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling