-44.8%
CMCSA vs GD
+97.9%
-142.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -2.1% | -5.3% | +3.1% | -0.5% |
| 30D | +7.0% | -6.4% | +13.5% | +9.1% |
| 3M | +15.1% | +5.7% | +9.4% | +12.8% |
| 6M | -15.4% | -0.9% | -14.4% | -15.3% |
| YTD | -1.9% | +8.2% | -10.1% | -5.1% |
| 1Y | -12.7% | +13.4% | -26.1% | -17.1% |
| 3Y | -31.0% | +68.5% | -99.5% | -44.3% |
| All | -44.8% | +97.9% | -142.8% | -61.1% |
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