-39.3%
CMCSA vs GFS
0.0%
-39.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | -4.9% | +3.8% | -8.7% | -5.3% |
| 30D | -1.1% | -11.7% | +10.7% | +0.2% |
| 3M | +6.6% | -41.8% | +48.3% | +12.8% |
| 6M | -15.5% | +6.6% | -22.1% | -18.8% |
| YTD | -6.7% | +34.6% | -41.3% | -14.2% |
| 1Y | -15.6% | +46.2% | -61.7% | -23.8% |
| 3Y | -33.7% | -20.3% | -13.4% | -35.8% |
| All | -39.3% | 0.0% | -39.3% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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