-21.1%
GIS vs VSAT
+3.3%
-24.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | -1.3% | -5.0% | -6.4% |
| 30D | -6.1% | -14.8% | +8.7% | -6.0% |
| 3M | +7.8% | +2.2% | +5.6% | +7.7% |
| 6M | -8.8% | +60.2% | -69.0% | -9.6% |
| YTD | -19.1% | +115.6% | -134.8% | -20.2% |
| 1Y | -24.8% | +132.9% | -157.6% | -26.0% |
| 3Y | -37.6% | +216.1% | -253.6% | -39.8% |
| 5Y | -25.4% | +52.9% | -78.4% | -27.2% |
| All | -21.1% | +3.3% | -24.4% | -22.3% |
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