+22,068.6%
ISRG vs GIS
+304.0%
+21,764.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -6.8% | -4.6% | -2.2% | -5.2% |
| 30D | +5.1% | +6.6% | -1.5% | +2.6% |
| 3M | +12.0% | -8.1% | +20.1% | +15.0% |
| 6M | +7.0% | +4.9% | +2.1% | +4.4% |
| YTD | -20.6% | -21.4% | +0.7% | -14.6% |
| 1Y | -21.4% | -21.6% | +0.2% | -15.5% |
| 3Y | +62.0% | -39.3% | +101.3% | +86.7% |
| 5Y | +28.1% | -33.2% | +61.3% | +38.6% |
| 10Y | +550.7% | -17.3% | +568.0% | +507.1% |
| All | +22,068.6% | +304.0% | +21,764.6% | +10,509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling