+17,168.2%
ISRG vs GFI
+2,189.5%
+14,978.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.5% |
| 7D | -5.2% | +5.7% | -10.8% | -5.6% |
| 30D | -7.6% | +15.6% | -23.2% | -8.6% |
| 3M | -16.4% | +31.5% | -47.9% | -18.2% |
| 6M | -28.6% | -3.7% | -24.8% | -28.8% |
| YTD | -38.2% | +11.2% | -49.4% | -39.2% |
| 1Y | -25.5% | +36.4% | -61.9% | -28.0% |
| 3Y | +17.4% | +313.5% | -296.1% | +3.2% |
| 5Y | -3.0% | +528.0% | -531.0% | -18.5% |
| 10Y | +356.0% | +1,021.4% | -665.5% | +251.2% |
| All | +17,168.2% | +2,189.5% | +14,978.6% | +16,192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling