-12.3%
GFS vs VSAT
+33.7%
-46.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +16.3% | -11.4% | +2.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -16.0% | +3.3% | -19.3% | -16.8% |
| 3M | -24.7% | -7.5% | -17.2% | -24.2% |
| 6M | -45.1% | +6.2% | -51.4% | -46.7% |
| YTD | +16.5% | +115.8% | -99.3% | +0.5% |
| 1Y | +19.3% | +107.7% | -88.3% | +3.1% |
| 3Y | -20.0% | +292.0% | -312.0% | -43.5% |
| 5Y | -32.0% | +35.3% | -67.3% | -38.9% |
| All | -12.3% | +33.7% | -46.1% | -19.8% |
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