+17,320.1%
ISRG vs GWW
+6,017.6%
+11,302.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -10.2% | -1.4% | -8.8% | -9.7% |
| 3M | -17.2% | -3.6% | -13.6% | -15.9% |
| 6M | -28.4% | +15.1% | -43.6% | -33.3% |
| YTD | -37.6% | +27.5% | -65.1% | -44.9% |
| 1Y | -24.4% | +29.6% | -54.1% | -33.9% |
| 3Y | +18.4% | +90.1% | -71.6% | -15.3% |
| 5Y | -1.0% | +222.6% | -223.6% | -45.9% |
| 10Y | +370.1% | +566.5% | -196.4% | +66.3% |
| All | +17,320.1% | +6,017.6% | +11,302.5% | +1,892.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling