+271.6%
GSAT vs SPY
+72.2%
+199.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +3.1% | -0.6% | +3.7% | +3.6% |
| 30D | +3.1% | -3.7% | +6.7% | +8.1% |
| 3M | +3.1% | -2.7% | +5.8% | +6.5% |
| 6M | +5.2% | +2.2% | +3.1% | +1.0% |
| YTD | +41.5% | +10.8% | +30.7% | +21.7% |
| 1Y | +50.0% | +11.2% | +38.8% | +29.0% |
| 3Y | +320.4% | +76.5% | +243.9% | +94.3% |
| 5Y | +271.6% | +72.9% | +198.6% | +83.8% |
| All | +271.6% | +72.2% | +199.4% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling