+17,983.8%
ISRG vs GIS
+343.7%
+17,640.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | +0.1% |
| 7D | -1.6% | -7.8% | +6.3% | +1.4% |
| 30D | -2.3% | +6.6% | -8.8% | -4.6% |
| 3M | -12.4% | +21.0% | -33.4% | -18.6% |
| 6M | -26.8% | -9.1% | -17.8% | -24.7% |
| YTD | -35.3% | -13.6% | -21.6% | -32.5% |
| 1Y | -19.3% | -18.0% | -1.3% | -14.4% |
| 3Y | +18.1% | -33.7% | +51.8% | +32.2% |
| 5Y | +2.6% | -19.4% | +22.1% | +3.1% |
| 10Y | +379.4% | -21.3% | +400.7% | +368.3% |
| All | +17,983.8% | +343.7% | +17,640.1% | +8,292.9% |
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