-27.1%
CMCSA vs GFS
-19.0%
-8.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +1.6% |
| 7D | +3.2% | +7.4% | -4.2% | +2.8% |
| 30D | +19.5% | -15.3% | +34.8% | +20.4% |
| 3M | -2.4% | -21.1% | +18.7% | -1.3% |
| 6M | +3.8% | -44.5% | +48.3% | +7.0% |
| YTD | -5.4% | +19.2% | -24.6% | -12.5% |
| 1Y | +1.1% | +27.2% | -26.1% | -7.6% |
| 3Y | -27.1% | -20.1% | -7.0% | -31.8% |
| All | -27.1% | -19.0% | -8.1% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling