-47.2%
CMCSA vs GNRC
-58.7%
+11.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.2% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -1.1% | -15.7% | +14.7% | +0.9% |
| 3M | +6.6% | -27.3% | +33.9% | +10.3% |
| 6M | -15.5% | -12.1% | -3.4% | -15.4% |
| YTD | -6.7% | +37.1% | -43.8% | -13.1% |
| 1Y | -15.6% | -0.5% | -15.1% | -17.9% |
| 3Y | -33.7% | +61.5% | -95.2% | -41.6% |
| All | -47.2% | -58.7% | +11.5% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling