-33.6%
CMCSA vs FGI
-70.4%
+36.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -0.7% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | +7.0% | +65.4% | -58.4% | +6.2% |
| 3M | +15.1% | +23.5% | -8.4% | +14.2% |
| 6M | -15.4% | +60.5% | -75.9% | -16.5% |
| YTD | -1.9% | +30.0% | -31.9% | -3.1% |
| 1Y | -12.7% | +82.1% | -94.8% | -14.1% |
| 3Y | -31.0% | -4.4% | -26.6% | -31.8% |
| All | -33.6% | -70.4% | +36.7% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling