-28.2%
CMCSA vs FGI
+12.3%
-40.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -0.9% |
| 7D | -0.6% | +13.5% | -14.1% | -0.7% |
| 30D | +18.8% | +17.1% | +1.7% | +18.7% |
| 3M | -1.1% | +78.0% | -79.1% | -1.8% |
| 6M | +2.5% | +46.4% | -43.9% | +1.8% |
| YTD | -6.7% | +47.7% | -54.4% | -7.7% |
| 1Y | 0.0% | +56.8% | -56.8% | -1.0% |
| All | -28.2% | +12.3% | -40.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling