+276.4%
GME vs VSAT
+3.1%
+273.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.9% |
| 7D | +6.0% | +3.4% | +2.6% | +4.9% |
| 30D | +8.3% | -12.2% | +20.6% | +11.5% |
| 3M | -9.1% | +20.6% | -29.7% | -16.4% |
| 6M | -16.3% | +60.2% | -76.5% | -30.4% |
| YTD | +1.5% | +115.3% | -113.7% | -24.2% |
| 1Y | -16.3% | +154.6% | -170.9% | -42.0% |
| 3Y | +15.1% | +211.2% | -196.0% | -40.9% |
| 5Y | -57.2% | +52.7% | -109.8% | -73.4% |
| All | +276.4% | +3.1% | +273.3% | +124.9% |
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