-0.8%
GFS vs VSAT
+30.1%
-30.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.9% | +8.8% | +3.0% |
| 7D | +4.5% | +3.5% | +1.0% | +3.8% |
| 30D | -8.2% | -14.7% | +6.5% | -5.9% |
| 3M | -38.9% | +13.2% | -52.0% | -40.6% |
| 6M | -2.9% | +57.4% | -60.3% | -11.1% |
| YTD | +31.8% | +110.0% | -78.2% | +14.7% |
| 1Y | +43.1% | +134.4% | -91.3% | +21.8% |
| 3Y | -20.6% | +203.5% | -224.2% | -41.0% |
| All | -0.8% | +30.1% | -30.9% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling