+47.4%
ISRG vs GRAB
-74.7%
+122.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -2.5% | -12.0% | +9.5% | -0.8% |
| 30D | -10.2% | -19.5% | +9.4% | -7.5% |
| 3M | -12.5% | -8.0% | -4.6% | -11.4% |
| 6M | -25.8% | -22.2% | -3.6% | -23.3% |
| YTD | -36.4% | -39.7% | +3.3% | -32.1% |
| 1Y | -19.9% | -43.2% | +23.3% | -14.1% |
| 3Y | +20.9% | -19.1% | +40.0% | +22.9% |
| 5Y | +5.7% | -72.0% | +77.7% | +5.5% |
| All | +47.4% | -74.7% | +122.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling