-19.3%
ISRG vs GFS
+37.2%
-56.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.8% |
| 7D | -1.6% | +1.0% | -2.6% | -1.6% |
| 30D | -2.3% | -8.6% | +6.3% | -2.3% |
| 3M | -12.4% | -46.5% | +34.1% | -12.0% |
| 6M | -26.8% | -4.8% | -22.0% | -30.3% |
| YTD | -35.3% | +29.7% | -64.9% | -40.4% |
| 1Y | -19.3% | +35.8% | -55.2% | -26.7% |
| All | -19.3% | +37.2% | -56.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling