+5.4%
CMCSA vs GE
+160.4%
-155.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +0.7% | +4.0% | -3.4% | -0.2% |
| 30D | +21.0% | +11.1% | +9.9% | +18.2% |
| 3M | -0.9% | -6.7% | +5.8% | +0.3% |
| 6M | +2.9% | +14.3% | -11.4% | -0.7% |
| YTD | -5.9% | +11.7% | -17.6% | -9.4% |
| 1Y | +2.5% | +10.9% | -8.4% | -1.4% |
| 3Y | -28.3% | +279.0% | -307.3% | -50.0% |
| 5Y | -40.8% | +427.0% | -467.8% | -62.8% |
| 10Y | +5.4% | +158.6% | -153.2% | -28.8% |
| All | +5.4% | +160.4% | -155.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling