-48.2%
CMCSA vs GAP
+6.6%
-54.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.6% | -2.1% | -6.0% |
| 7D | -8.3% | -3.2% | -5.1% | -7.9% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +4.5% | -0.5% | +5.0% | +4.4% |
| 6M | -18.8% | -5.0% | -13.8% | -18.7% |
| YTD | -8.9% | -14.7% | +5.7% | -8.0% |
| 1Y | -18.3% | -8.6% | -9.7% | -18.4% |
| 3Y | -35.0% | +108.4% | -143.3% | -45.5% |
| 5Y | -48.2% | +5.8% | -53.9% | -54.6% |
| All | -48.2% | +6.6% | -54.8% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling