+8.9%
ISRG vs GTLB
-49.8%
+58.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +1.7% |
| 7D | -2.5% | -4.1% | +1.5% | -1.9% |
| 30D | -10.2% | +12.3% | -22.5% | -12.0% |
| 3M | -12.5% | +65.9% | -78.4% | -19.7% |
| 6M | -25.8% | +104.0% | -129.8% | -34.7% |
| YTD | -36.4% | +26.0% | -62.4% | -39.8% |
| 1Y | -19.9% | -3.5% | -16.4% | -21.4% |
| 3Y | +20.9% | -9.6% | +30.5% | +15.3% |
| All | +8.9% | -49.8% | +58.7% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling