+1.1%
CMCSA vs GAP
-12.4%
+13.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +3.2% | -1.9% | +5.1% | +3.4% |
| 30D | +19.5% | -7.1% | +26.6% | +20.5% |
| 3M | -2.4% | +4.1% | -6.5% | -2.8% |
| 6M | +3.8% | +1.9% | +1.9% | +3.3% |
| YTD | -5.4% | -15.2% | +9.8% | -5.9% |
| 1Y | +1.1% | -10.6% | +11.8% | -1.4% |
| All | +1.1% | -12.4% | +13.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling