-46.7%
CMCSA vs GIS
-25.0%
-21.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.2% |
| 7D | -5.6% | -8.4% | +2.9% | -3.3% |
| 30D | -1.9% | -5.2% | +3.3% | -0.5% |
| 3M | +6.4% | +8.2% | -1.7% | +4.4% |
| 6M | -16.9% | -12.0% | -4.9% | -14.8% |
| YTD | -6.8% | -18.9% | +12.1% | -2.9% |
| 1Y | -15.9% | -23.6% | +7.7% | -11.4% |
| 3Y | -33.4% | -37.6% | +4.2% | -27.5% |
| 5Y | -46.7% | -25.2% | -21.5% | -47.9% |
| All | -46.7% | -25.0% | -21.7% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling