+6.0%
CMCSA vs GME
+271.8%
-265.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +2.3% |
| 7D | -5.6% | +6.0% | -11.6% | -5.7% |
| 30D | -1.9% | +8.3% | -10.2% | -2.0% |
| 3M | +6.4% | -9.1% | +15.5% | +6.6% |
| 6M | -16.9% | -16.3% | -0.6% | -16.7% |
| YTD | -6.8% | +1.5% | -8.3% | -6.9% |
| 1Y | -15.9% | -16.3% | +0.4% | -15.7% |
| 3Y | -33.4% | +15.1% | -48.6% | -35.2% |
| 5Y | -46.7% | -57.2% | +10.5% | -47.8% |
| All | +6.0% | +271.8% | -265.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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