+312.1%
CG vs VSAT
+3.1%
+309.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.9% |
| 7D | -9.8% | +3.4% | -13.2% | -10.5% |
| 30D | -10.3% | -12.2% | +1.9% | -8.1% |
| 3M | -1.7% | +20.6% | -22.3% | -7.8% |
| 6M | -9.8% | +60.2% | -70.0% | -21.9% |
| YTD | -25.6% | +115.3% | -140.9% | -40.3% |
| 1Y | -32.5% | +154.6% | -187.1% | -48.6% |
| 3Y | +45.6% | +211.2% | -165.5% | -9.0% |
| 5Y | +3.7% | +52.7% | -49.0% | -27.9% |
| All | +312.1% | +3.1% | +309.0% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling