+6.4%
CMCSA vs GD
+180.8%
-174.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | +4.6% | -1.9% | +6.4% | +5.3% |
| 30D | +19.8% | +10.9% | +8.9% | +14.5% |
| 3M | -0.3% | -6.8% | +6.5% | +2.6% |
| 6M | +0.3% | +7.0% | -6.7% | -3.1% |
| YTD | -6.9% | +11.1% | -18.0% | -12.3% |
| 1Y | +2.6% | +7.0% | -4.4% | -1.7% |
| 3Y | -29.0% | +59.9% | -89.0% | -44.5% |
| 5Y | -42.0% | +102.5% | -144.5% | -60.5% |
| 10Y | +6.4% | +174.0% | -167.6% | -38.7% |
| All | +6.4% | +180.8% | -174.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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