+270.9%
GSAT vs VT
+224.5%
+46.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.1% |
| 30D | -1.3% | +1.0% | -2.3% | -2.7% |
| 3M | -0.4% | +2.4% | -2.8% | -4.2% |
| 6M | +34.3% | +12.0% | +22.3% | +13.9% |
| YTD | +34.9% | +15.3% | +19.6% | +10.1% |
| 1Y | +168.3% | +22.6% | +145.7% | +103.6% |
| 3Y | +270.9% | +74.7% | +196.2% | +76.6% |
| 5Y | +149.5% | +66.1% | +83.4% | +30.6% |
| All | +270.9% | +224.5% | +46.4% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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