+471.5%
GSK vs VSAT
+1,325.7%
-854.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | -0.1% |
| 7D | +0.2% | +5.9% | -5.7% | -0.2% |
| 30D | +5.4% | +9.7% | -4.3% | +4.3% |
| 3M | +0.9% | -18.3% | +19.2% | +1.6% |
| 6M | +0.7% | -4.1% | +4.8% | -0.4% |
| YTD | +5.6% | +96.5% | -90.9% | -1.4% |
| 1Y | +8.5% | +89.3% | -80.8% | +1.3% |
| 3Y | +63.8% | +270.1% | -206.2% | +37.8% |
| 5Y | +42.4% | +26.4% | +16.1% | +26.3% |
| 10Y | +102.3% | -16.5% | +118.8% | +79.3% |
| All | +471.5% | +1,325.7% | -854.2% | +271.9% |
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