+293.0%
CMCSA vs GM
+230.9%
+62.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +3.8% | -1.8% | +5.7% | +4.3% |
| 3M | +12.3% | +2.6% | +9.7% | +11.3% |
| 6M | -15.4% | +14.6% | -29.9% | -19.0% |
| YTD | -2.5% | +6.2% | -8.7% | -5.1% |
| 1Y | -13.4% | +48.7% | -62.0% | -23.6% |
| 3Y | -30.4% | +168.3% | -198.7% | -49.5% |
| 5Y | -45.0% | +82.8% | -127.8% | -57.0% |
| 10Y | +10.2% | +226.2% | -216.0% | -34.1% |
| All | +293.0% | +230.9% | +62.1% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling