+118.4%
ISRG vs GGLL
+195.8%
-77.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.2% |
| 7D | +5.4% | +6.3% | -0.9% | +4.3% |
| 30D | +8.6% | -35.1% | +43.7% | +16.7% |
| 3M | +21.6% | -37.7% | +59.3% | +31.3% |
| 6M | +2.3% | -54.1% | +56.4% | +16.2% |
| YTD | -18.7% | -29.4% | +10.7% | -16.4% |
| 1Y | -17.8% | -13.4% | -4.4% | -19.4% |
| 3Y | +69.1% | +158.3% | -89.2% | +17.3% |
| All | +118.4% | +195.8% | -77.4% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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