+456.6%
GIS vs VSAT
+1,325.7%
-869.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.5% |
| 7D | -3.4% | +5.9% | -9.2% | -3.5% |
| 30D | +6.9% | +9.7% | -2.8% | +6.5% |
| 3M | -10.1% | -18.3% | +8.2% | -9.9% |
| 6M | +5.9% | -4.1% | +9.9% | +5.3% |
| YTD | -21.1% | +96.5% | -117.6% | -23.1% |
| 1Y | -22.5% | +89.3% | -111.8% | -24.5% |
| 3Y | -39.0% | +270.1% | -309.0% | -43.0% |
| 5Y | -33.3% | +26.4% | -59.7% | -36.3% |
| 10Y | -17.0% | -16.5% | -0.5% | -20.9% |
| All | +456.6% | +1,325.7% | -869.1% | +402.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling