+490.3%
GIS vs VSAT
+1,423.4%
-933.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.3% | -1.4% |
| 7D | -8.6% | +3.5% | -12.1% | -8.7% |
| 30D | -0.5% | -14.7% | +14.2% | -0.1% |
| 3M | +11.9% | +13.2% | -1.3% | +11.2% |
| 6M | -11.6% | +57.4% | -69.0% | -13.1% |
| YTD | -16.3% | +110.0% | -126.3% | -18.5% |
| 1Y | -21.8% | +134.4% | -156.2% | -24.2% |
| 3Y | -35.7% | +203.5% | -239.2% | -39.4% |
| 5Y | -22.9% | +47.1% | -70.0% | -26.6% |
| 10Y | -16.8% | +0.4% | -17.2% | -20.9% |
| All | +490.3% | +1,423.4% | -933.1% | +433.1% |
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 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