+22,229.9%
ISRG vs GPC
+1,155.6%
+21,074.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.7% |
| 7D | +4.8% | +1.6% | +3.2% | +4.1% |
| 30D | +9.2% | -2.1% | +11.3% | +10.1% |
| 3M | +21.2% | -6.8% | +28.0% | +24.9% |
| 6M | +0.2% | +18.6% | -18.4% | -8.9% |
| YTD | -20.1% | +2.7% | -22.7% | -23.6% |
| 1Y | -17.3% | +1.8% | -19.1% | -20.8% |
| 3Y | +63.3% | +1.1% | +62.3% | +48.4% |
| 5Y | +24.1% | +4.1% | +20.0% | +9.0% |
| 10Y | +507.0% | +88.2% | +418.7% | +247.3% |
| All | +22,229.9% | +1,155.6% | +21,074.3% | +5,349.5% |
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