+127.9%
ISRG vs GLDM
+248.1%
-120.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | -12.4% | -1.1% | -11.4% | -12.4% |
| 6M | -26.8% | -13.7% | -13.2% | -24.8% |
| YTD | -35.3% | +2.8% | -38.0% | -36.2% |
| 1Y | -19.3% | +24.8% | -44.2% | -24.3% |
| 3Y | +18.1% | +127.8% | -109.7% | -6.3% |
| 5Y | +2.6% | +141.1% | -138.5% | -21.2% |
| All | +127.9% | +248.1% | -120.3% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling