+108.6%
ISRG vs GGLL
+217.5%
-108.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.7% | -2.8% |
| 7D | -6.1% | +11.5% | -17.6% | -8.1% |
| 30D | +4.2% | -31.2% | +35.5% | +10.7% |
| 3M | +9.6% | -28.7% | +38.3% | +15.4% |
| 6M | +1.9% | -47.2% | +49.0% | +12.4% |
| YTD | -22.3% | -24.3% | +1.9% | -21.2% |
| 1Y | -23.2% | -12.0% | -11.2% | -24.8% |
| 3Y | +58.5% | +169.6% | -111.1% | +9.4% |
| All | +108.6% | +217.5% | -108.9% | +33.9% |
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