-10.5%
ISRG vs GTLB
+6.1%
-16.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | +8.5% | -9.7% | +18.2% | +9.8% |
| 30D | +18.6% | +1.7% | +16.9% | +18.3% |
| 3M | +30.9% | +43.6% | -12.6% | +25.9% |
| 6M | +6.6% | +113.0% | -106.4% | -1.1% |
| YTD | -14.9% | +39.5% | -54.4% | -19.8% |
| 1Y | -10.5% | +12.6% | -23.2% | -15.5% |
| All | -10.5% | +6.1% | -16.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling