+10.2%
CMCSA vs GPC
+79.8%
-69.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.4% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +3.8% | -0.4% | +4.2% | +4.0% |
| 3M | +12.3% | +39.2% | -26.9% | +0.3% |
| 6M | -15.4% | +18.2% | -33.6% | -20.5% |
| YTD | -2.5% | +12.1% | -14.6% | -7.6% |
| 1Y | -13.4% | -0.7% | -12.7% | -14.4% |
| 3Y | -30.4% | -1.7% | -28.7% | -33.0% |
| 5Y | -45.0% | +29.3% | -74.3% | -53.1% |
| 10Y | +10.2% | +80.7% | -70.5% | -19.2% |
| All | +10.2% | +79.8% | -69.7% | -19.2% |
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