-24.4%
ISRG vs GFS
+39.8%
-64.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | -5.0% | +4.5% | -9.5% | -5.0% |
| 30D | -10.2% | -8.2% | -2.0% | -10.2% |
| 3M | -17.2% | -38.9% | +21.7% | -17.2% |
| 6M | -28.4% | -2.9% | -25.6% | -31.9% |
| YTD | -37.6% | +31.8% | -69.4% | -42.7% |
| 1Y | -24.4% | +43.1% | -67.6% | -32.0% |
| All | -24.4% | +39.8% | -64.2% | -32.0% |
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