-17.9%
GFS vs VSAT
+270.5%
-288.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | +0.3% |
| 7D | +17.2% | +20.0% | -2.8% | +13.9% |
| 30D | -8.7% | +6.5% | -15.2% | -9.9% |
| 3M | -19.7% | -18.3% | -1.3% | -17.8% |
| 6M | -40.7% | +0.4% | -41.0% | -41.6% |
| YTD | +22.5% | +106.7% | -84.2% | +9.3% |
| 1Y | +25.2% | +89.9% | -64.6% | +12.5% |
| All | -17.9% | +270.5% | -288.4% | -38.4% |
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 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