-35.3%
CMCSA vs GH
+378.9%
-414.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.1% | -7.7% | -6.6% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | -2.4% | -2.6% | +0.2% | -2.4% |
| 3M | +4.5% | +25.1% | -20.6% | +4.0% |
| 6M | -18.8% | +78.5% | -97.3% | -19.8% |
| YTD | -8.9% | +59.4% | -68.3% | -9.9% |
| 1Y | -18.3% | +173.9% | -192.2% | -21.1% |
| All | -35.3% | +378.9% | -414.2% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling