-15.9%
CMCSA vs GH
+172.3%
-188.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.1% |
| 7D | -5.6% | -1.2% | -4.3% | -5.7% |
| 30D | -1.9% | -3.7% | +1.8% | -2.1% |
| 3M | +6.4% | +21.7% | -15.2% | +8.5% |
| 6M | -16.9% | +75.7% | -92.7% | -12.1% |
| YTD | -6.8% | +55.7% | -62.5% | -2.7% |
| 1Y | -15.9% | +181.1% | -197.0% | -9.4% |
| All | -15.9% | +172.3% | -188.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling