+238.7%
GM vs VSAT
+93.6%
+145.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.5% | -3.0% |
| 7D | +0.4% | +17.3% | -16.9% | -3.2% |
| 30D | -1.8% | -3.3% | +1.4% | -1.5% |
| 3M | +2.6% | +18.7% | -16.1% | -3.8% |
| 6M | +14.6% | +77.6% | -63.0% | -4.1% |
| YTD | +6.2% | +125.6% | -119.4% | -17.4% |
| 1Y | +48.7% | +158.3% | -109.6% | +9.5% |
| 3Y | +168.3% | +226.1% | -57.8% | +53.8% |
| 5Y | +82.8% | +54.7% | +28.1% | +19.2% |
| 10Y | +226.2% | +3.5% | +222.7% | +118.4% |
| All | +238.7% | +93.6% | +145.1% | +62.3% |
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