+222.0%
GLDM vs VSAT
-5.7%
+227.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.1% | +11.9% | +1.2% |
| 7D | +1.9% | -23.9% | +25.7% | +2.8% |
| 30D | -1.7% | -20.2% | +18.5% | -1.1% |
| 3M | -3.5% | -26.7% | +23.2% | -2.7% |
| 6M | -10.1% | -9.4% | -0.6% | -10.3% |
| YTD | -5.0% | +72.3% | -77.4% | -7.4% |
| 1Y | +2.8% | +56.6% | -53.8% | +0.3% |
| 3Y | +105.1% | +199.9% | -94.8% | +92.4% |
| 5Y | +124.3% | -11.4% | +135.7% | +113.4% |
| All | +222.0% | -5.7% | +227.7% | +187.5% |
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 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