+17.4%
ISRG vs GWW
+91.5%
-74.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -3.7% |
| 7D | -5.2% | -1.5% | -3.6% | -4.7% |
| 30D | -7.6% | +1.1% | -8.7% | -7.9% |
| 3M | -16.4% | -1.0% | -15.4% | -16.1% |
| 6M | -28.6% | +16.3% | -44.9% | -31.7% |
| YTD | -38.2% | +28.5% | -66.7% | -42.9% |
| 1Y | -25.5% | +30.3% | -55.8% | -31.6% |
| 3Y | +17.4% | +91.6% | -74.2% | -5.5% |
| All | +17.4% | +91.5% | -74.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling