-33.8%
CMCSA vs GIS
-37.3%
+3.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.3% |
| 7D | -5.6% | -8.4% | +2.9% | -3.0% |
| 30D | -1.9% | -5.2% | +3.3% | -0.3% |
| 3M | +6.4% | +8.2% | -1.7% | +4.1% |
| 6M | -16.9% | -12.0% | -4.9% | -14.6% |
| YTD | -6.8% | -18.9% | +12.1% | -2.5% |
| 1Y | -15.9% | -23.6% | +7.7% | -10.8% |
| All | -33.8% | -37.3% | +3.5% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling