+1,710.5%
GS vs VSAT
+1,150.1%
+560.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.1% | +4.7% | -4.1% |
| 7D | -6.3% | -23.9% | +17.5% | -1.3% |
| 30D | -3.1% | -20.2% | +17.0% | +0.6% |
| 3M | -17.7% | -26.7% | +9.1% | -13.4% |
| 6M | -4.6% | -9.4% | +4.9% | -6.0% |
| YTD | +0.3% | +72.3% | -72.0% | -15.2% |
| 1Y | +11.7% | +56.6% | -44.9% | -4.2% |
| 3Y | +183.6% | +199.9% | -16.3% | +81.1% |
| 5Y | +141.0% | -11.4% | +152.3% | +86.0% |
| 10Y | +507.4% | -13.9% | +521.3% | +344.1% |
| All | +1,710.5% | +1,150.1% | +560.4% | +649.5% |
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