+155.4%
GS vs VSAT
+36.4%
+119.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | +1.6% | -0.5% | +2.1% | +1.3% |
| 30D | +1.7% | +4.0% | -2.3% | +0.7% |
| 3M | -11.6% | -11.8% | +0.2% | -11.0% |
| 6M | -1.9% | +6.9% | -8.8% | -4.6% |
| YTD | +5.1% | +117.2% | -112.2% | -6.9% |
| 1Y | +16.4% | +102.4% | -86.0% | +3.7% |
| 3Y | +199.0% | +295.5% | -96.5% | +127.6% |
| All | +155.4% | +36.4% | +119.0% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling