+104.6%
VSAT vs GGLL
+195.8%
-91.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +2.5% | +13.8% | +15.6% |
| 7D | +0.4% | +6.3% | -6.0% | -1.3% |
| 30D | +3.3% | -35.1% | +38.4% | +14.6% |
| 3M | -7.5% | -37.7% | +30.2% | +3.4% |
| 6M | +6.2% | -54.1% | +60.3% | +27.1% |
| YTD | +115.8% | -29.4% | +145.2% | +128.1% |
| 1Y | +107.7% | -13.4% | +121.1% | +107.4% |
| 3Y | +292.0% | +158.3% | +133.7% | +173.8% |
| All | +104.6% | +195.8% | -91.2% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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