+386.2%
ISRG vs GM
+240.0%
+146.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +0.7% | -2.4% | +3.1% | +1.5% |
| 30D | -8.0% | -1.1% | -6.9% | -7.7% |
| 3M | -10.6% | +6.1% | -16.7% | -12.4% |
| 6M | -25.1% | +15.0% | -40.1% | -28.6% |
| YTD | -34.8% | +6.0% | -40.8% | -36.6% |
| 1Y | -19.0% | +47.1% | -66.1% | -29.4% |
| 3Y | +22.1% | +170.5% | -148.4% | -16.1% |
| 5Y | +8.2% | +80.5% | -72.3% | -17.6% |
| All | +386.2% | +240.0% | +146.1% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling