+6.1%
CMCSA vs GIS
-19.5%
+25.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.9% | -6.4% | +1.5% | -3.1% |
| 30D | -1.1% | -6.1% | +5.0% | +0.6% |
| 3M | +6.6% | +7.8% | -1.3% | +4.3% |
| 6M | -15.5% | -8.8% | -6.7% | -13.6% |
| YTD | -6.7% | -19.1% | +12.4% | -1.8% |
| 1Y | -15.6% | -24.8% | +9.2% | -9.7% |
| 3Y | -33.7% | -37.6% | +3.9% | -26.2% |
| 5Y | -46.6% | -25.4% | -21.2% | -44.4% |
| All | +6.1% | -19.5% | +25.6% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling