+57.0%
ISRG vs GPN
-12.5%
+69.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.2% |
| 7D | -2.0% | -5.6% | +3.6% | -0.9% |
| 30D | +5.6% | +13.6% | -8.1% | +1.2% |
| 3M | +10.5% | -2.8% | +13.4% | +10.5% |
| 6M | +2.6% | +38.1% | -35.4% | -6.7% |
| YTD | -21.7% | +19.9% | -41.6% | -26.6% |
| 1Y | -21.6% | +23.4% | -45.0% | -27.2% |
| 3Y | +57.0% | -12.6% | +69.7% | +58.1% |
| All | +57.0% | -12.5% | +69.5% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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