-19.4%
GFS vs VSAT
+165.9%
-185.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | +0.8% |
| 7D | +1.0% | +11.8% | -10.8% | -0.6% |
| 30D | -8.6% | -7.0% | -1.5% | -7.8% |
| 3M | -46.5% | +3.3% | -49.8% | -47.1% |
| 6M | -4.8% | +57.4% | -62.3% | -11.4% |
| YTD | +29.7% | +118.6% | -88.9% | +15.6% |
| 1Y | +35.8% | +150.2% | -114.4% | +18.9% |
| All | -19.4% | +165.9% | -185.2% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling