+400.3%
CMCSA vs GNRC
+2,077.0%
-1,676.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -6.3% |
| 7D | -8.3% | +3.2% | -11.4% | -8.7% |
| 30D | -2.4% | -9.5% | +7.1% | -1.0% |
| 3M | +4.5% | -28.5% | +33.1% | +9.6% |
| 6M | -18.8% | -10.0% | -8.8% | -18.8% |
| YTD | -8.9% | +36.7% | -45.7% | -16.1% |
| 1Y | -18.3% | +2.6% | -20.9% | -21.2% |
| 3Y | -35.0% | +61.9% | -96.9% | -43.9% |
| 5Y | -48.2% | -59.0% | +10.9% | -45.7% |
| 10Y | +4.6% | +444.8% | -440.2% | -36.0% |
| All | +400.3% | +2,077.0% | -1,676.7% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling