+4.6%
CMCSA vs GE
+146.2%
-141.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.8% | -3.8% | -6.0% |
| 7D | -8.3% | -1.2% | -7.0% | -8.0% |
| 30D | -2.4% | -11.3% | +8.8% | 0.0% |
| 3M | +4.5% | -1.4% | +5.9% | +4.5% |
| 6M | -18.8% | +1.2% | -20.0% | -19.7% |
| YTD | -8.9% | +5.9% | -14.9% | -11.2% |
| 1Y | -18.3% | +18.4% | -36.7% | -22.6% |
| 3Y | -35.0% | +271.0% | -305.9% | -54.6% |
| 5Y | -48.2% | +417.9% | -466.1% | -67.3% |
| 10Y | +4.6% | +152.0% | -147.4% | -25.5% |
| All | +4.6% | +146.2% | -141.6% | -25.5% |
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