+561.8%
GWW vs VSAT
+3.3%
+558.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | -1.3% | -2.0% | -3.3% |
| 30D | -1.9% | -14.8% | +12.9% | -0.4% |
| 3M | -2.4% | +2.2% | -4.6% | -3.7% |
| 6M | +15.7% | +60.2% | -44.5% | +7.1% |
| YTD | +27.6% | +115.6% | -88.0% | +13.1% |
| 1Y | +27.2% | +132.9% | -105.7% | +10.7% |
| 3Y | +89.7% | +216.1% | -126.4% | +45.5% |
| 5Y | +223.9% | +52.9% | +171.0% | +167.2% |
| All | +561.8% | +3.3% | +558.5% | +432.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling