+69.0%
ISRG vs GGLL
+151.4%
-82.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.1% |
| 7D | +4.4% | -1.3% | +5.7% | +4.7% |
| 30D | +15.8% | -36.3% | +52.0% | +23.3% |
| 3M | +24.9% | -42.7% | +67.6% | +35.0% |
| 6M | +3.8% | -53.1% | +56.9% | +15.0% |
| YTD | -17.3% | -32.1% | +14.8% | -14.7% |
| 1Y | -14.6% | -20.1% | +5.5% | -14.6% |
| All | +69.0% | +151.4% | -82.5% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling