+98.7%
GSAT vs VT
+356.1%
-257.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.2% | -1.6% | +1.4% | +1.9% |
| 30D | +0.7% | -2.5% | +3.2% | +4.0% |
| 3M | -0.5% | -1.3% | +0.8% | +0.9% |
| 6M | +2.5% | +3.1% | -0.6% | -2.3% |
| YTD | +37.2% | +10.9% | +26.3% | +19.6% |
| 1Y | +66.3% | +12.1% | +54.2% | +44.4% |
| 3Y | +293.3% | +73.9% | +219.4% | +98.2% |
| 5Y | +238.5% | +58.0% | +180.5% | +98.6% |
| 10Y | +598.1% | +225.5% | +372.6% | +72.9% |
| All | +98.7% | +356.1% | -257.4% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling