+2,236.9%
CMCSA vs GD
+20,186.5%
-17,949.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -2.1% | -5.3% | +3.1% | -0.1% |
| 30D | +7.0% | -6.4% | +13.5% | +9.7% |
| 3M | +15.1% | +5.7% | +9.4% | +12.4% |
| 6M | -15.4% | -0.9% | -14.4% | -15.6% |
| YTD | -1.9% | +8.2% | -10.1% | -5.7% |
| 1Y | -12.7% | +13.4% | -26.1% | -17.7% |
| 3Y | -31.0% | +68.5% | -99.5% | -44.7% |
| 5Y | -46.1% | +97.2% | -143.3% | -59.7% |
| 10Y | +10.8% | +190.2% | -179.3% | -29.8% |
| All | +2,236.9% | +20,186.5% | -17,949.7% | +627.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling