+1.8%
CMCSA vs GPC
+6.5%
-4.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.7% |
| 7D | +15.2% | +4.1% | +11.1% | +14.3% |
| 30D | +17.0% | +0.1% | +16.9% | +16.8% |
| 3M | +1.2% | -3.9% | +5.1% | +1.9% |
| 6M | -5.5% | +24.4% | -29.9% | -8.2% |
| YTD | -6.5% | +5.7% | -12.2% | -10.4% |
| 1Y | +1.8% | +6.8% | -5.0% | -6.1% |
| All | +1.8% | +6.5% | -4.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling