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  • CMCSA vs GD✓SelectedUSD · GDCMCSA vs GD performance historyLatest closeAs of-0.60%09/04
Stock and ETF performance explorer

CMCSA vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,236.9%
GD return
+20,186.5%
Excess return
-17,949.7%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
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