+2,135.2%
CMCSA vs GD
+20,112.4%
-17,977.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.3% |
| 7D | +12.0% | -3.9% | +15.9% | +13.6% |
| 30D | +17.5% | +8.1% | +9.5% | +14.0% |
| 3M | +2.4% | -6.8% | +9.1% | +5.0% |
| 6M | -2.9% | +3.0% | -5.9% | -4.4% |
| YTD | -6.2% | +7.8% | -13.9% | -9.7% |
| 1Y | +0.4% | +5.8% | -5.4% | -2.8% |
| 3Y | -30.6% | +55.3% | -85.9% | -42.5% |
| 5Y | -41.2% | +96.7% | -137.9% | -56.0% |
| 10Y | +15.2% | +195.4% | -180.2% | -27.6% |
| All | +2,135.2% | +20,112.4% | -17,977.1% | +596.1% |
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 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