-13.5%
CMCSA vs GEHC
+4.1%
-17.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -6.0% |
| 7D | -8.3% | -7.6% | -0.6% | -6.6% |
| 30D | -2.4% | -10.7% | +8.2% | +0.2% |
| 3M | +4.5% | -1.2% | +5.7% | +4.6% |
| 6M | -18.8% | -13.7% | -5.0% | -16.5% |
| YTD | -8.9% | -20.4% | +11.5% | -5.0% |
| 1Y | -18.3% | -17.0% | -1.3% | -15.7% |
| 3Y | -35.0% | +0.9% | -35.9% | -36.5% |
| All | -13.5% | +4.1% | -17.5% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling