+63.3%
ISRG vs GME
+79.6%
-16.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -3.5% |
| 7D | +4.8% | +3.7% | +1.1% | +4.7% |
| 30D | +9.2% | +2.2% | +7.0% | +9.2% |
| 3M | +21.2% | +30.6% | -9.5% | +20.3% |
| 6M | +0.2% | -0.2% | +0.4% | +0.2% |
| YTD | -20.1% | +25.1% | -45.2% | -20.5% |
| 1Y | -17.3% | +17.7% | -35.0% | -17.7% |
| 3Y | +63.3% | +85.7% | -22.3% | +59.4% |
| All | +63.3% | +79.6% | -16.2% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling