+386.2%
ISRG vs GNRC
+448.8%
-62.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -8.0% | -15.7% | +7.7% | -4.2% |
| 3M | -10.6% | -27.3% | +16.7% | -4.5% |
| 6M | -25.1% | -12.1% | -13.0% | -25.1% |
| YTD | -34.8% | +37.1% | -71.9% | -43.0% |
| 1Y | -19.0% | -0.5% | -18.6% | -23.4% |
| 3Y | +22.1% | +61.5% | -39.4% | -4.1% |
| 5Y | +8.2% | -58.6% | +66.8% | +22.1% |
| All | +386.2% | +448.8% | -62.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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