+212.2%
GLD vs VSAT
+2.6%
+209.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +16.3% | -14.4% | +1.3% |
| 7D | +4.9% | +0.4% | +4.6% | +4.8% |
| 30D | -1.3% | +3.3% | -4.6% | -1.6% |
| 3M | -4.8% | -7.5% | +2.7% | -4.7% |
| 6M | -12.5% | +6.2% | -18.7% | -13.2% |
| YTD | -4.2% | +115.8% | -120.0% | -7.4% |
| 1Y | +3.0% | +107.7% | -104.6% | -0.3% |
| 3Y | +109.1% | +292.0% | -182.9% | +94.6% |
| 5Y | +121.6% | +35.3% | +86.3% | +108.7% |
| 10Y | +212.2% | -5.2% | +217.4% | +181.5% |
| All | +212.2% | +2.6% | +209.6% | +181.5% |
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