+2,236.9%
CMCSA vs GE
+2,981.7%
-744.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.1% | -1.6% | -0.5% | -1.5% |
| 30D | +7.0% | -11.6% | +18.6% | +12.3% |
| 3M | +15.1% | +3.0% | +12.1% | +12.8% |
| 6M | -15.4% | -0.5% | -14.8% | -16.8% |
| YTD | -1.9% | +9.7% | -11.6% | -8.0% |
| 1Y | -12.7% | +20.0% | -32.8% | -21.7% |
| 3Y | -31.0% | +275.8% | -306.8% | -63.8% |
| 5Y | -46.1% | +429.1% | -475.2% | -76.3% |
| 10Y | +10.8% | +151.2% | -140.3% | -40.0% |
| All | +2,236.9% | +2,981.7% | -744.8% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling