+36.0%
ISRG vs GTLB
-50.5%
+86.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +2.1% | -10.9% | +13.0% | +4.0% |
| 30D | +6.2% | -15.3% | +21.5% | +8.9% |
| 3M | +14.4% | +14.6% | -0.2% | +11.5% |
| 6M | 0.0% | +79.6% | -79.6% | -10.0% |
| YTD | -20.5% | +24.3% | -44.9% | -24.8% |
| 1Y | -21.9% | +1.0% | -22.9% | -23.8% |
| 3Y | +62.2% | +4.6% | +57.6% | +51.2% |
| 5Y | +25.2% | -63.7% | +88.9% | +16.9% |
| All | +36.0% | -50.5% | +86.5% | +26.3% |
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