+8.2%
CMCSA vs GD
+185.2%
-177.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.5% |
| 7D | +2.7% | -3.0% | +5.7% | +3.9% |
| 30D | +18.6% | +9.3% | +9.3% | +14.1% |
| 3M | -1.8% | -7.2% | +5.4% | +1.2% |
| 6M | -0.7% | +5.5% | -6.1% | -3.5% |
| YTD | -7.8% | +9.5% | -17.3% | -12.6% |
| 1Y | +0.7% | +6.4% | -5.7% | -3.3% |
| 3Y | -28.0% | +59.8% | -87.8% | -43.7% |
| 5Y | -42.1% | +98.0% | -140.1% | -60.2% |
| 10Y | +8.2% | +177.4% | -169.2% | -39.2% |
| All | +8.2% | +185.2% | -177.0% | -39.2% |
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