+105.0%
IAU vs VSAT
+31.4%
+73.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | -2.6% |
| 7D | -5.5% | +20.0% | -25.4% | -6.2% |
| 30D | -7.0% | +6.5% | -13.5% | -7.4% |
| 3M | -12.3% | -18.3% | +6.1% | -11.8% |
| 6M | -17.9% | +0.4% | -18.3% | -18.6% |
| YTD | -10.3% | +106.7% | -117.1% | -13.7% |
| 1Y | -7.9% | +89.9% | -97.8% | -11.2% |
| 3Y | +98.7% | +276.3% | -177.7% | +82.5% |
| 5Y | +105.0% | +32.9% | +72.1% | +93.9% |
| All | +105.0% | +31.4% | +73.6% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling