-21.6%
ISRG vs GLDM
-8.0%
-13.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | -4.6% | +2.6% | -1.2% |
| 30D | +5.6% | -5.5% | +11.0% | +6.4% |
| 3M | +10.5% | -10.9% | +21.4% | +12.1% |
| 6M | +2.6% | -17.3% | +20.0% | +5.0% |
| YTD | -21.7% | -10.2% | -11.5% | -21.2% |
| 1Y | -21.6% | -6.9% | -14.6% | -22.7% |
| All | -21.6% | -8.0% | -13.6% | -22.7% |
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