-11.3%
CMCSA vs GEHC
+2.1%
-13.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -4.9% | -7.2% | +2.3% | -3.2% |
| 30D | -1.1% | -11.6% | +10.5% | +1.8% |
| 3M | +6.6% | -0.8% | +7.4% | +6.6% |
| 6M | -15.5% | -11.9% | -3.6% | -13.5% |
| YTD | -6.7% | -21.9% | +15.3% | -2.2% |
| 1Y | -15.6% | -17.8% | +2.2% | -12.7% |
| 3Y | -33.7% | -3.5% | -30.1% | -34.7% |
| All | -11.3% | +2.1% | -13.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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