+22,068.6%
ISRG vs GPC
+1,165.3%
+20,903.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -6.8% | -2.1% | -4.7% | -5.7% |
| 30D | +5.1% | -4.5% | +9.6% | +7.4% |
| 3M | +12.0% | -7.7% | +19.7% | +16.1% |
| 6M | +7.0% | +24.3% | -17.3% | -5.1% |
| YTD | -20.6% | +3.5% | -24.1% | -24.4% |
| 1Y | -21.4% | +0.7% | -22.2% | -24.3% |
| 3Y | +62.0% | 0.0% | +62.0% | +48.2% |
| 5Y | +28.1% | +5.8% | +22.3% | +11.6% |
| 10Y | +550.7% | +75.8% | +474.9% | +289.4% |
| All | +22,068.6% | +1,165.3% | +20,903.3% | +5,289.8% |
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 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