+23.7%
ISRG vs GFS
-9.0%
+32.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -6.1% | +17.2% | -23.3% | -8.9% |
| 30D | +4.2% | -8.7% | +13.0% | +5.4% |
| 3M | +9.6% | -19.7% | +29.3% | +13.2% |
| 6M | +1.9% | -40.7% | +42.6% | +9.2% |
| YTD | -22.3% | +22.5% | -44.9% | -31.7% |
| 1Y | -23.2% | +25.2% | -48.4% | -33.0% |
| 3Y | +58.5% | -17.7% | +76.2% | +46.6% |
| 5Y | +23.9% | -23.5% | +47.5% | +10.4% |
| All | +23.7% | -9.0% | +32.7% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling