+112.9%
GME vs VSAT
+252.2%
-139.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.3% |
| 7D | +2.9% | +5.9% | -3.0% | +2.3% |
| 30D | -4.8% | +9.7% | -14.5% | -6.0% |
| 3M | +39.2% | -18.3% | +57.5% | +40.7% |
| 6M | +17.1% | -4.1% | +21.1% | +15.1% |
| YTD | +28.7% | +96.5% | -67.8% | +15.9% |
| 1Y | +23.3% | +89.3% | -65.9% | +11.1% |
| 3Y | +112.9% | +270.1% | -157.1% | +45.1% |
| All | +112.9% | +252.2% | -139.2% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling