+17,983.8%
ISRG vs GPC
+1,311.8%
+16,672.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.4% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | -2.3% | +6.0% | -8.2% | -5.1% |
| 3M | -12.4% | +42.6% | -55.1% | -27.1% |
| 6M | -26.8% | +22.8% | -49.6% | -34.7% |
| YTD | -35.3% | +15.5% | -50.7% | -41.4% |
| 1Y | -19.3% | +2.0% | -21.4% | -22.4% |
| 3Y | +18.1% | -1.4% | +19.6% | +9.3% |
| 5Y | +2.6% | +30.6% | -28.0% | -19.9% |
| 10Y | +379.4% | +80.6% | +298.8% | +185.9% |
| All | +17,983.8% | +1,311.8% | +16,672.0% | +4,079.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling