+810.0%
GFI vs VSAT
+1,423.4%
-613.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +0.3% |
| 7D | +4.7% | +3.5% | +1.2% | +4.3% |
| 30D | +14.4% | -14.7% | +29.1% | +16.0% |
| 3M | +32.5% | +13.2% | +19.3% | +30.0% |
| 6M | -7.2% | +57.4% | -64.5% | -11.8% |
| YTD | +10.9% | +110.0% | -99.1% | +2.4% |
| 1Y | +35.5% | +134.4% | -98.9% | +23.6% |
| 3Y | +312.1% | +203.5% | +108.6% | +247.3% |
| 5Y | +524.6% | +47.1% | +477.5% | +442.9% |
| 10Y | +1,092.7% | +0.4% | +1,092.4% | +932.2% |
| All | +810.0% | +1,423.4% | -613.3% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling