+23.9%
ISRG vs GH
+35.8%
-11.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.1% |
| 7D | +4.8% | -15.6% | +20.4% | +7.9% |
| 30D | +9.2% | -10.4% | +19.6% | +11.1% |
| 3M | +21.2% | -4.3% | +25.4% | +21.3% |
| 6M | +0.2% | +63.5% | -63.3% | -10.4% |
| YTD | -20.1% | +47.7% | -67.8% | -27.6% |
| 1Y | -17.3% | +56.7% | -74.1% | -26.1% |
| 3Y | +63.3% | +443.9% | -380.6% | +5.1% |
| All | +23.9% | +35.8% | -11.9% | 0.0% |
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 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