+96.0%
VSAT vs GGLL
+217.5%
-121.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.7% | -6.1% |
| 7D | +20.0% | +11.5% | +8.4% | +16.6% |
| 30D | +6.5% | -31.2% | +37.7% | +16.3% |
| 3M | -18.3% | -28.7% | +10.3% | -12.0% |
| 6M | +0.4% | -47.2% | +47.5% | +15.7% |
| YTD | +106.7% | -24.3% | +131.0% | +114.3% |
| 1Y | +89.9% | -12.0% | +101.9% | +88.6% |
| 3Y | +276.3% | +169.6% | +106.7% | +159.8% |
| All | +96.0% | +217.5% | -121.5% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling