+567.0%
GSAT vs SPY
+311.8%
+255.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -2.1% |
| 7D | +1.7% | -0.9% | +2.6% | +2.6% |
| 30D | +3.6% | -2.4% | +6.0% | +6.4% |
| 3M | +3.0% | -1.2% | +4.1% | +4.0% |
| 6M | +4.6% | +3.3% | +1.3% | -0.5% |
| YTD | +41.0% | +12.3% | +28.7% | +21.2% |
| 1Y | +43.6% | +12.4% | +31.1% | +23.8% |
| 3Y | +318.7% | +78.8% | +239.9% | +106.1% |
| 5Y | +251.9% | +75.2% | +176.7% | +81.5% |
| 10Y | +567.0% | +311.1% | +255.9% | +15.8% |
| All | +567.0% | +311.8% | +255.2% | +15.8% |
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