-36.2%
CMCSA vs GFS
-3.7%
-32.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | +7.0% | -8.6% | +15.6% | +7.9% |
| 3M | +15.1% | -46.5% | +61.6% | +22.9% |
| 6M | -15.4% | -4.8% | -10.5% | -17.5% |
| YTD | -1.9% | +29.7% | -31.6% | -9.4% |
| 1Y | -12.7% | +35.8% | -48.6% | -20.4% |
| 3Y | -31.0% | -18.3% | -12.7% | -33.6% |
| All | -36.2% | -3.7% | -32.5% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling