-33.7%
CMCSA vs GM
+166.7%
-200.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -4.9% | -2.4% | -2.4% | -4.4% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | +6.6% | +6.1% | +0.4% | +5.2% |
| 6M | -15.5% | +15.0% | -30.4% | -18.2% |
| YTD | -6.7% | +6.0% | -12.7% | -8.4% |
| 1Y | -15.6% | +47.1% | -62.7% | -23.5% |
| 3Y | -33.7% | +170.5% | -204.2% | -49.1% |
| All | -33.7% | +166.7% | -200.4% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling