+62.2%
ISRG vs GPC
+1.3%
+60.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.2% |
| 7D | +2.1% | +0.4% | +1.8% | +2.1% |
| 30D | +6.2% | -1.8% | +8.0% | +6.4% |
| 3M | +14.4% | -6.6% | +21.0% | +15.6% |
| 6M | 0.0% | +21.3% | -21.3% | -2.8% |
| YTD | -20.5% | +4.3% | -24.8% | -22.1% |
| 1Y | -21.9% | +3.3% | -25.2% | -23.4% |
| 3Y | +62.2% | +0.8% | +61.4% | +49.6% |
| All | +62.2% | +1.3% | +60.8% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling