+438.8%
GS vs VSAT
-16.2%
+455.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.3% | +1.2% |
| 7D | +5.9% | +5.9% | 0.0% | +4.6% |
| 30D | +4.3% | +9.7% | -5.4% | +2.0% |
| 3M | -11.7% | -18.3% | +6.7% | -9.5% |
| 6M | -3.2% | -4.1% | +0.9% | -5.5% |
| YTD | +5.8% | +96.5% | -90.7% | -10.9% |
| 1Y | +16.0% | +89.3% | -73.2% | -2.1% |
| 3Y | +199.8% | +270.1% | -70.3% | +93.4% |
| 5Y | +155.5% | +26.4% | +129.2% | +99.2% |
| All | +438.8% | -16.2% | +455.1% | +297.3% |
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 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