+3.1%
ISRG vs GFS
-3.7%
+6.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.1% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | -2.3% | -8.6% | +6.3% | -0.9% |
| 3M | -12.4% | -46.5% | +34.1% | -2.2% |
| 6M | -26.8% | -4.8% | -22.0% | -29.8% |
| YTD | -35.3% | +29.7% | -64.9% | -43.2% |
| 1Y | -19.3% | +35.8% | -55.2% | -30.6% |
| 3Y | +18.1% | -18.3% | +36.5% | +10.9% |
| All | +3.1% | -3.7% | +6.8% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling