+17.4%
ISRG vs GIS
-33.5%
+51.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.5% |
| 7D | -5.2% | -8.3% | +3.1% | -4.9% |
| 30D | -7.6% | +2.2% | -9.7% | -7.5% |
| 3M | -16.4% | +15.7% | -32.1% | -15.8% |
| 6M | -28.6% | -12.0% | -16.6% | -29.9% |
| YTD | -38.2% | -15.0% | -23.2% | -39.4% |
| 1Y | -25.5% | -20.1% | -5.4% | -27.4% |
| 3Y | +17.4% | -34.6% | +52.0% | +9.2% |
| All | +17.4% | -33.5% | +51.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling