+2.0%
ISRG vs GLDM
+143.3%
-141.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -2.3% | +4.4% | -6.7% | -3.1% |
| 3M | -12.4% | -1.1% | -11.4% | -12.4% |
| 6M | -26.8% | -13.7% | -13.2% | -25.0% |
| YTD | -35.3% | +2.8% | -38.0% | -36.2% |
| 1Y | -19.3% | +24.8% | -44.2% | -24.1% |
| 3Y | +18.1% | +127.8% | -109.7% | -7.1% |
| All | +2.0% | +143.3% | -141.3% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling