+1.1%
CMCSA vs GD
+5.9%
-4.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +3.2% | +2.7% | +0.5% | +2.8% |
| 30D | +19.5% | +8.6% | +10.9% | +18.2% |
| 3M | -2.4% | -7.1% | +4.7% | -2.4% |
| 6M | +3.8% | +7.5% | -3.6% | +2.8% |
| YTD | -5.4% | +9.9% | -15.3% | -7.3% |
| 1Y | +1.1% | +7.6% | -6.4% | +0.2% |
| All | +1.1% | +5.9% | -4.7% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling