+533.8%
ISRG vs GME
+470.0%
+63.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -6.1% | +6.0% | -12.1% | -6.3% |
| 30D | +4.2% | -5.9% | +10.1% | +4.4% |
| 3M | +9.6% | +38.2% | -28.6% | +8.6% |
| 6M | +1.9% | +14.5% | -12.7% | +1.4% |
| YTD | -22.3% | +27.6% | -49.9% | -22.9% |
| 1Y | -23.2% | +19.9% | -43.1% | -23.6% |
| 3Y | +58.5% | +104.3% | -45.8% | +50.6% |
| 5Y | +23.9% | -49.3% | +73.2% | +19.8% |
| All | +533.8% | +470.0% | +63.9% | +345.9% |
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