+511.0%
GSAT vs SPY
+312.9%
+198.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | +2.5% | -2.7% | +5.2% | +5.8% |
| 30D | +0.8% | -5.4% | +6.2% | +7.8% |
| 3M | +1.3% | -4.1% | +5.4% | +6.3% |
| 6M | +2.9% | +0.7% | +2.2% | +1.1% |
| YTD | +38.1% | +8.7% | +29.5% | +23.8% |
| 1Y | +74.8% | +10.9% | +63.9% | +53.8% |
| 3Y | +316.4% | +75.0% | +241.4% | +110.8% |
| 5Y | +236.6% | +67.8% | +168.8% | +83.2% |
| All | +511.0% | +312.9% | +198.2% | -3.3% |
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