+28.4%
ISRG vs GLDM
+126.2%
-97.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.0% |
| 7D | +4.4% | +1.9% | +2.5% | +4.0% |
| 30D | +15.8% | -1.7% | +17.4% | +16.0% |
| 3M | +24.9% | -3.5% | +28.4% | +25.4% |
| 6M | +3.8% | -10.1% | +13.9% | +5.6% |
| YTD | -17.3% | -5.0% | -12.2% | -17.4% |
| 1Y | -14.6% | +2.8% | -17.4% | -16.2% |
| 3Y | +68.2% | +105.1% | -36.9% | +33.6% |
| 5Y | +28.4% | +124.3% | -95.9% | -11.6% |
| All | +28.4% | +126.2% | -97.8% | -11.6% |
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