-30.7%
CMCSA vs GME
+5.8%
-36.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +3.8% | -1.4% | +5.2% | +3.9% |
| 3M | +12.3% | -15.1% | +27.5% | +12.7% |
| 6M | -15.4% | -22.5% | +7.1% | -15.0% |
| YTD | -2.5% | -5.9% | +3.4% | -2.5% |
| 1Y | -13.4% | -18.6% | +5.3% | -13.1% |
| All | -30.7% | +5.8% | -36.5% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling