-46.7%
CMCSA vs GM
+84.5%
-131.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +1.7% |
| 7D | -5.6% | -1.1% | -4.5% | -5.3% |
| 30D | -1.9% | -3.4% | +1.5% | -1.1% |
| 3M | +6.4% | +8.7% | -2.3% | +4.2% |
| 6M | -16.9% | +15.4% | -32.4% | -20.1% |
| YTD | -6.8% | +6.6% | -13.4% | -8.9% |
| 1Y | -15.9% | +51.5% | -67.4% | -25.1% |
| 3Y | -33.4% | +169.3% | -202.8% | -50.4% |
| 5Y | -46.7% | +81.6% | -128.2% | -58.2% |
| All | -46.7% | +84.5% | -131.2% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling