+69.1%
ISRG vs GFS
-23.4%
+92.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +1.2% |
| 7D | +5.4% | -3.1% | +8.6% | +5.6% |
| 30D | +8.6% | -16.0% | +24.7% | +10.5% |
| 3M | +21.6% | -24.7% | +46.3% | +24.9% |
| 6M | +2.3% | -45.1% | +47.5% | +8.0% |
| YTD | -18.7% | +16.5% | -35.1% | -27.6% |
| 1Y | -17.8% | +19.3% | -37.1% | -27.4% |
| 3Y | +69.1% | -20.0% | +89.0% | +48.5% |
| All | +69.1% | -23.4% | +92.5% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling