+107.2%
VSAT vs GGLL
+328.7%
-221.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.7% |
| 7D | +11.8% | -4.8% | +16.6% | +13.2% |
| 30D | -7.0% | -13.7% | +6.6% | -3.5% |
| 3M | +3.3% | -21.9% | +25.1% | +8.8% |
| 6M | +57.4% | +11.7% | +45.8% | +50.2% |
| YTD | +118.6% | +2.3% | +116.3% | +112.1% |
| 1Y | +150.2% | +76.2% | +74.1% | +109.9% |
| 3Y | +160.7% | +245.0% | -84.3% | +70.6% |
| All | +107.2% | +328.7% | -221.5% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling