+113.4%
ISRG vs GGLL
+194.0%
-80.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +2.1% | +5.1% | -3.0% | +1.2% |
| 30D | +6.2% | -35.5% | +41.6% | +14.2% |
| 3M | +14.4% | -39.2% | +53.6% | +24.1% |
| 6M | 0.0% | -54.4% | +54.4% | +13.6% |
| YTD | -20.5% | -29.8% | +9.3% | -18.2% |
| 1Y | -21.9% | -20.4% | -1.5% | -22.0% |
| 3Y | +62.2% | +149.7% | -87.6% | +13.6% |
| All | +113.4% | +194.0% | -80.6% | +39.0% |
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