+22,093.8%
ISRG vs GIS
+308.6%
+21,785.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +2.1% | +1.5% | +0.6% | +1.6% |
| 30D | +6.2% | +9.2% | -3.0% | +2.7% |
| 3M | +14.4% | -5.4% | +19.8% | +16.2% |
| 6M | 0.0% | +3.4% | -3.4% | -1.9% |
| YTD | -20.5% | -20.5% | -0.1% | -14.9% |
| 1Y | -21.9% | -20.0% | -1.9% | -16.6% |
| 3Y | +62.2% | -38.6% | +100.8% | +86.1% |
| 5Y | +25.2% | -33.1% | +58.3% | +35.5% |
| 10Y | +537.3% | -16.4% | +553.7% | +492.3% |
| All | +22,093.8% | +308.6% | +21,785.2% | +10,478.2% |
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 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