+1,110.6%
ISRG vs GNRC
+2,127.0%
-1,016.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -2.0% | +7.9% | -9.9% | -3.7% |
| 30D | +5.6% | -3.7% | +9.2% | +5.7% |
| 3M | +10.5% | -11.9% | +22.5% | +11.9% |
| 6M | +2.6% | -28.6% | +31.2% | +7.2% |
| YTD | -21.7% | +39.9% | -61.6% | -31.2% |
| 1Y | -21.6% | +23.4% | -44.9% | -29.3% |
| 3Y | +57.0% | +84.2% | -27.2% | +23.9% |
| 5Y | +25.0% | -57.3% | +82.3% | +31.3% |
| 10Y | +542.1% | +376.8% | +165.3% | +279.9% |
| All | +1,110.6% | +2,127.0% | -1,016.4% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling