-18.3%
CMCSA vs GPC
+0.6%
-18.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -6.8% |
| 7D | -8.3% | -0.6% | -7.7% | -8.2% |
| 30D | -2.4% | +1.3% | -3.7% | -2.7% |
| 3M | +4.5% | +37.1% | -32.6% | -0.7% |
| 6M | -18.8% | +23.2% | -42.0% | -21.7% |
| YTD | -8.9% | +13.1% | -22.0% | -14.4% |
| 1Y | -18.3% | +0.9% | -19.2% | -21.7% |
| All | -18.3% | +0.6% | -18.9% | -21.7% |
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