+1.8%
CMCSA vs GIS
-17.8%
+19.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.2% | -0.2% | +2.7% |
| 7D | +15.2% | +8.5% | +6.7% | +11.3% |
| 30D | +17.0% | +15.3% | +1.7% | +10.3% |
| 3M | +1.2% | +0.9% | +0.3% | +0.3% |
| 6M | -5.5% | +7.9% | -13.4% | -8.7% |
| YTD | -6.5% | -17.6% | +11.0% | -1.9% |
| 1Y | +1.8% | -17.4% | +19.2% | +7.1% |
| All | +1.8% | -17.8% | +19.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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