+568.5%
GSAT vs SPY
+308.5%
+260.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +3.2% | +3.3% | 0.0% | -0.9% |
| 30D | +4.3% | -2.7% | +7.0% | +7.6% |
| 3M | +3.6% | -1.7% | +5.4% | +5.5% |
| 6M | +4.3% | +3.1% | +1.2% | -0.5% |
| YTD | +41.3% | +11.9% | +29.4% | +22.0% |
| 1Y | +34.0% | +12.0% | +22.0% | +16.1% |
| 3Y | +319.7% | +78.2% | +241.5% | +107.5% |
| 5Y | +246.3% | +73.2% | +173.1% | +81.0% |
| All | +568.5% | +308.5% | +260.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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