+6.1%
CMCSA vs GM
+240.0%
-233.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -4.9% | -2.4% | -2.4% | -4.2% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | +6.6% | +6.1% | +0.4% | +4.8% |
| 6M | -15.5% | +15.0% | -30.4% | -18.9% |
| YTD | -6.7% | +6.0% | -12.7% | -8.9% |
| 1Y | -15.6% | +47.1% | -62.7% | -24.8% |
| 3Y | -33.7% | +170.5% | -204.2% | -51.2% |
| 5Y | -46.6% | +80.5% | -127.1% | -57.6% |
| All | +6.1% | +240.0% | -233.9% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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