+110.4%
ISRG vs GGLL
+210.8%
-100.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -2.0% | +7.7% | -9.7% | -3.5% |
| 30D | +5.6% | -30.2% | +35.8% | +11.8% |
| 3M | +10.5% | -31.3% | +41.8% | +17.2% |
| 6M | +2.6% | -52.1% | +54.7% | +15.5% |
| YTD | -21.7% | -25.9% | +4.2% | -20.3% |
| 1Y | -21.6% | -8.5% | -13.1% | -23.9% |
| 3Y | +57.0% | +165.5% | -108.5% | +8.6% |
| All | +110.4% | +210.8% | -100.4% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling