-11.6%
VSAT vs GPC
+74.2%
-85.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.4% | -4.7% |
| 7D | +20.0% | -1.3% | +21.3% | +21.2% |
| 30D | +6.5% | -6.0% | +12.5% | +10.2% |
| 3M | -18.3% | -7.6% | -10.7% | -15.0% |
| 6M | +0.4% | +24.2% | -23.9% | -16.6% |
| YTD | +106.7% | +2.7% | +104.0% | +93.3% |
| 1Y | +89.9% | +0.2% | +89.7% | +80.7% |
| 3Y | +276.3% | -0.8% | +277.1% | +245.5% |
| 5Y | +32.9% | +4.4% | +28.5% | +16.9% |
| All | -11.6% | +74.2% | -85.8% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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