+275.8%
CMCSA vs GME
+1,082.6%
-806.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.1% | +7.2% | -9.3% | -2.5% |
| 30D | +7.0% | +0.8% | +6.2% | +7.0% |
| 3M | +15.1% | -14.0% | +29.1% | +15.9% |
| 6M | -15.4% | -19.7% | +4.4% | -14.5% |
| YTD | -1.9% | -4.6% | +2.7% | -1.9% |
| 1Y | -12.7% | -14.3% | +1.6% | -12.3% |
| 3Y | -31.0% | +4.0% | -35.0% | -36.4% |
| 5Y | -46.1% | -62.2% | +16.1% | -49.3% |
| 10Y | +10.8% | +241.4% | -230.5% | -51.9% |
| All | +275.8% | +1,082.6% | -806.9% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling