-24.4%
ISRG vs GTLB
-3.3%
-21.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -5.0% | -6.6% | +1.6% | -4.4% |
| 30D | -10.2% | +13.7% | -24.0% | -11.3% |
| 3M | -17.2% | +52.9% | -70.1% | -20.2% |
| 6M | -28.4% | +88.5% | -116.9% | -32.3% |
| YTD | -37.6% | +23.4% | -61.1% | -40.0% |
| 1Y | -24.4% | -3.8% | -20.6% | -26.8% |
| All | -24.4% | -3.3% | -21.2% | -26.8% |
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