+2.0%
ISRG vs GH
+23.4%
-21.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -2.3% | -1.1% | -1.2% | -2.3% |
| 3M | -12.4% | +21.3% | -33.8% | -16.2% |
| 6M | -26.8% | +73.5% | -100.4% | -35.1% |
| YTD | -35.3% | +58.0% | -93.3% | -41.7% |
| 1Y | -19.3% | +163.1% | -182.4% | -35.0% |
| 3Y | +18.1% | +361.0% | -342.9% | -20.0% |
| All | +2.0% | +23.4% | -21.4% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling