+455.2%
GSAT vs SPY
+315.0%
+140.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | -1.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.1% |
| 30D | +2.3% | -3.3% | +5.7% | +6.5% |
| 3M | +2.9% | -2.4% | +5.3% | +5.6% |
| 6M | +4.5% | +2.6% | +1.9% | +0.3% |
| YTD | +40.5% | +11.2% | +29.3% | +22.3% |
| 1Y | +69.9% | +13.4% | +56.5% | +45.4% |
| 3Y | +333.2% | +79.9% | +253.3% | +112.0% |
| 5Y | +228.7% | +72.2% | +156.5% | +73.4% |
| 10Y | +455.2% | +307.3% | +147.9% | +1.8% |
| All | +455.2% | +315.0% | +140.2% | +1.8% |
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