+34.0%
ISRG vs GTLB
-49.4%
+83.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +5.6% | -10.2% | +15.8% | +7.3% |
| 3M | +10.5% | +10.1% | +0.4% | +8.5% |
| 6M | +2.6% | +116.5% | -113.8% | -10.2% |
| YTD | -21.7% | +27.2% | -48.9% | -26.2% |
| 1Y | -21.6% | +8.6% | -30.1% | -24.3% |
| 3Y | +57.0% | +5.6% | +51.5% | +46.2% |
| 5Y | +25.0% | -61.8% | +86.8% | +16.2% |
| All | +34.0% | -49.4% | +83.4% | +24.0% |
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