-27.1%
CMCSA vs GEHC
+20.0%
-47.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.1% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | +19.5% | +21.3% | -1.8% | +13.9% |
| 3M | -2.4% | +12.6% | -15.0% | -5.3% |
| 6M | +3.8% | +34.3% | -30.4% | -3.7% |
| YTD | -5.4% | +1.4% | -6.8% | -6.8% |
| 1Y | +1.1% | +12.5% | -11.3% | -3.1% |
| 3Y | -27.1% | +19.2% | -46.3% | -32.9% |
| All | -27.1% | +20.0% | -47.1% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling