+91.1%
ISRG vs GH
+486.6%
-395.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -10.2% | -2.6% | -7.6% | -9.9% |
| 3M | -17.2% | +25.1% | -42.3% | -21.4% |
| 6M | -28.4% | +78.5% | -106.9% | -37.2% |
| YTD | -37.6% | +59.4% | -97.0% | -44.2% |
| 1Y | -24.4% | +173.9% | -198.3% | -40.2% |
| 3Y | +18.4% | +382.7% | -364.3% | -22.0% |
| 5Y | -1.0% | +24.4% | -25.4% | -20.7% |
| All | +91.1% | +486.6% | -395.5% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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