-3.0%
ISRG vs GIS
-21.0%
+18.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.4% |
| 7D | -5.2% | -8.3% | +3.1% | -4.4% |
| 30D | -7.6% | +2.2% | -9.7% | -7.7% |
| 3M | -16.4% | +15.7% | -32.1% | -17.1% |
| 6M | -28.6% | -12.0% | -16.6% | -28.4% |
| YTD | -38.2% | -15.0% | -23.2% | -38.0% |
| 1Y | -25.5% | -20.1% | -5.4% | -25.0% |
| 3Y | +17.4% | -34.6% | +52.0% | +17.9% |
| 5Y | -3.0% | -22.8% | +19.9% | -9.8% |
| All | -3.0% | -21.0% | +18.1% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling