+2.0%
ISRG vs GME
-62.8%
+64.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -1.6% | +7.2% | -8.8% | -2.0% |
| 30D | -2.3% | +0.8% | -3.1% | -2.3% |
| 3M | -12.4% | -14.0% | +1.5% | -11.8% |
| 6M | -26.8% | -19.7% | -7.1% | -26.0% |
| YTD | -35.3% | -4.6% | -30.7% | -35.2% |
| 1Y | -19.3% | -14.3% | -5.0% | -18.9% |
| 3Y | +18.1% | +4.0% | +14.1% | +6.2% |
| All | +2.0% | -62.8% | +64.9% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling