-17.3%
ISRG vs GGLL
-19.4%
+2.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.6% |
| 7D | +4.8% | +3.1% | +1.7% | +4.4% |
| 30D | +9.2% | -36.3% | +45.6% | +15.8% |
| 3M | +21.2% | -40.4% | +61.5% | +29.4% |
| 6M | +0.2% | -54.6% | +54.9% | +11.0% |
| YTD | -20.1% | -31.1% | +11.1% | -18.6% |
| 1Y | -17.3% | -19.2% | +1.8% | -18.7% |
| All | -17.3% | -19.4% | +2.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling