+17.4%
ISRG vs GFS
-20.2%
+37.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | -5.2% | +2.6% | -7.8% | -5.5% |
| 30D | -7.6% | -16.4% | +8.8% | -5.5% |
| 3M | -16.4% | -41.6% | +25.2% | -10.7% |
| 6M | -28.6% | -3.7% | -24.9% | -32.0% |
| YTD | -38.2% | +29.3% | -67.5% | -45.5% |
| 1Y | -25.5% | +37.1% | -62.6% | -35.7% |
| 3Y | +17.4% | -22.1% | +39.5% | +9.8% |
| All | +17.4% | -20.2% | +37.6% | +9.8% |
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