+465.2%
GSK vs VSAT
+1,485.7%
-1,020.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.3% |
| 7D | -1.8% | +11.8% | -13.6% | -2.6% |
| 30D | -2.2% | -7.0% | +4.9% | -1.8% |
| 3M | -1.8% | +3.3% | -5.1% | -2.7% |
| 6M | -10.6% | +57.4% | -68.1% | -14.4% |
| YTD | +4.4% | +118.6% | -114.1% | -2.7% |
| 1Y | +30.4% | +150.2% | -119.8% | +19.7% |
| 3Y | +60.1% | +160.7% | -100.6% | +38.8% |
| 5Y | +46.8% | +51.2% | -4.4% | +28.9% |
| 10Y | +79.2% | -0.7% | +79.9% | +57.7% |
| All | +465.2% | +1,485.7% | -1,020.5% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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