+412.1%
CMCSA vs GNRC
+2,020.8%
-1,608.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +4.9% | +2.8% |
| 7D | -5.6% | -0.7% | -4.8% | -5.4% |
| 30D | -1.9% | -15.8% | +14.0% | +0.8% |
| 3M | +6.4% | -24.0% | +30.5% | +10.5% |
| 6M | -16.9% | -13.8% | -3.1% | -16.4% |
| YTD | -6.8% | +33.2% | -40.0% | -13.8% |
| 1Y | -15.9% | -1.8% | -14.1% | -18.3% |
| 3Y | -33.4% | +57.7% | -91.2% | -42.3% |
| 5Y | -46.7% | -59.7% | +13.1% | -44.0% |
| 10Y | +7.0% | +430.7% | -423.7% | -34.2% |
| All | +412.1% | +2,020.8% | -1,608.8% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded GNRC 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling