-20.1%
ISRG vs GLDM
+1.2%
-21.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +5.4% | +5.0% | +0.5% | +4.6% |
| 30D | +8.6% | -1.3% | +9.9% | +8.5% |
| 3M | +21.6% | -4.7% | +26.3% | +21.9% |
| 6M | +2.3% | -12.4% | +14.7% | +3.7% |
| YTD | -18.7% | -4.1% | -14.6% | -19.3% |
| All | -20.1% | +1.2% | -21.3% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling