+3.5%
VSAT vs GPC
+79.8%
-76.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +5.2% |
| 7D | +17.3% | +0.2% | +17.1% | +17.1% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | +18.7% | +39.2% | -20.4% | -7.6% |
| 6M | +77.6% | +18.2% | +59.3% | +54.2% |
| YTD | +125.6% | +12.1% | +113.5% | +101.2% |
| 1Y | +158.3% | -0.7% | +159.0% | +150.9% |
| 3Y | +226.1% | -1.7% | +227.8% | +205.2% |
| 5Y | +54.7% | +29.3% | +25.4% | +17.8% |
| 10Y | +3.5% | +80.7% | -77.1% | -46.7% |
| All | +3.5% | +79.8% | -76.3% | -46.7% |
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