-20.2%
ISRG vs GLXY
-32.0%
+11.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.2% | -13.3% | -0.1% |
| 7D | -6.8% | +14.3% | -21.1% | -6.7% |
| 30D | +5.1% | -19.6% | +24.7% | +5.3% |
| 3M | +12.0% | -20.7% | +32.7% | +12.1% |
| 6M | +7.0% | -49.6% | +56.6% | +8.0% |
| YTD | -20.6% | -28.6% | +7.9% | -20.8% |
| 1Y | -21.4% | -48.0% | +26.6% | -22.0% |
| All | -20.2% | -32.0% | +11.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 3y: compounded portfolio wealth divided by compounded GLXY 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…
3y analysis · Full analysis span regression · 6 months rolling