+554.2%
GLW vs VSAT
-11.9%
+566.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | +0.3% |
| 7D | +15.5% | +20.0% | -4.4% | +11.2% |
| 30D | -19.6% | +6.5% | -26.0% | -20.6% |
| 3M | -28.5% | -18.3% | -10.2% | -25.6% |
| 6M | -39.5% | +0.4% | -39.9% | -40.1% |
| YTD | +37.2% | +106.7% | -69.5% | +19.1% |
| 1Y | +35.4% | +89.9% | -54.4% | +18.9% |
| 3Y | +359.7% | +276.3% | +83.4% | +216.4% |
| 5Y | +244.0% | +32.9% | +211.1% | +179.9% |
| All | +554.2% | -11.9% | +566.0% | +408.6% |
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