-10.5%
ISRG vs GPC
+6.5%
-17.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.7% | +9.1% |
| 7D | +8.5% | +4.1% | +4.4% | +7.8% |
| 30D | +18.6% | +0.1% | +18.5% | +18.4% |
| 3M | +30.9% | -3.9% | +34.8% | +31.6% |
| 6M | +6.6% | +24.4% | -17.8% | +4.3% |
| YTD | -14.9% | +5.7% | -20.6% | -18.8% |
| 1Y | -10.5% | +6.8% | -17.3% | -14.8% |
| All | -10.5% | +6.5% | -17.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling