+6.4%
CMCSA vs GPC
+85.0%
-78.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +19.8% | -1.8% | +21.6% | +20.4% |
| 3M | -0.3% | -6.6% | +6.3% | +1.8% |
| 6M | +0.3% | +21.3% | -21.0% | -6.5% |
| YTD | -6.9% | +4.3% | -11.2% | -9.8% |
| 1Y | +2.6% | +3.3% | -0.7% | -0.3% |
| 3Y | -29.0% | +0.8% | -29.8% | -32.5% |
| 5Y | -42.0% | +7.4% | -49.4% | -47.1% |
| 10Y | +6.4% | +79.2% | -72.8% | -21.0% |
| All | +6.4% | +85.0% | -78.6% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling