-40.2%
CMCSA vs GD
+99.6%
-139.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +3.2% | +2.7% | +0.5% | +2.4% |
| 30D | +19.5% | +8.6% | +10.9% | +16.5% |
| 3M | -2.4% | -7.1% | +4.7% | -0.4% |
| 6M | +3.8% | +7.5% | -3.6% | +1.2% |
| YTD | -5.4% | +9.9% | -15.3% | -9.0% |
| 1Y | +1.1% | +7.6% | -6.4% | -2.0% |
| 3Y | -27.1% | +56.2% | -83.3% | -38.9% |
| All | -40.2% | +99.6% | -139.7% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling