+356.0%
ISRG vs GME
+237.1%
+118.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.5% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | -7.6% | -1.4% | -6.2% | -7.5% |
| 3M | -16.4% | -15.1% | -1.2% | -16.0% |
| 6M | -28.6% | -22.5% | -6.1% | -28.1% |
| YTD | -38.2% | -5.9% | -32.2% | -38.1% |
| 1Y | -25.5% | -18.6% | -6.9% | -25.2% |
| 3Y | +17.4% | +6.7% | +10.8% | +13.5% |
| 5Y | -3.0% | -62.0% | +59.0% | -5.5% |
| 10Y | +356.0% | +239.5% | +116.5% | +243.5% |
| All | +356.0% | +237.1% | +118.8% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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