+537.3%
ISRG vs GPC
+85.0%
+452.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.0% |
| 7D | +2.1% | +0.4% | +1.8% | +2.1% |
| 30D | +6.2% | -1.8% | +8.0% | +6.8% |
| 3M | +14.4% | -6.6% | +21.0% | +17.1% |
| 6M | 0.0% | +21.3% | -21.3% | -7.9% |
| YTD | -20.5% | +4.3% | -24.8% | -23.7% |
| 1Y | -21.9% | +3.3% | -25.2% | -24.8% |
| 3Y | +62.2% | +0.8% | +61.4% | +50.6% |
| 5Y | +25.2% | +7.4% | +17.8% | +11.0% |
| 10Y | +537.3% | +79.2% | +458.1% | +323.6% |
| All | +537.3% | +85.0% | +452.3% | +323.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling