+181.4%
ISRG vs GLDM
+219.1%
-37.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | +4.8% | +4.7% | +0.2% | +3.9% |
| 30D | +9.2% | -0.9% | +10.1% | +9.4% |
| 3M | +21.2% | -4.3% | +25.5% | +22.0% |
| 6M | +0.2% | -13.4% | +13.6% | +2.9% |
| YTD | -20.1% | -5.8% | -14.2% | -19.9% |
| 1Y | -17.3% | +2.1% | -19.4% | -18.8% |
| 3Y | +63.3% | +105.0% | -41.7% | +32.4% |
| 5Y | +24.1% | +122.5% | -98.4% | -3.3% |
| All | +181.4% | +219.1% | -37.7% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling