-34.7%
GFS vs VSAT
-0.1%
-34.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.7% | -1.5% | +5.0% |
| 7D | -7.8% | -17.0% | +9.1% | -5.0% |
| 30D | -19.7% | -9.8% | -9.9% | -18.6% |
| 3M | -23.1% | -22.0% | -1.1% | -20.4% |
| 6M | -46.4% | -5.0% | -41.4% | -46.8% |
| YTD | +11.0% | +85.6% | -74.5% | -1.2% |
| 1Y | +12.6% | +80.2% | -67.5% | +0.3% |
| 3Y | -24.9% | +250.0% | -275.0% | -45.3% |
| All | -34.7% | -0.1% | -34.6% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling