-45.0%
CMCSA vs GPC
+29.0%
-74.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.2% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +3.8% | -0.4% | +4.2% | +3.9% |
| 3M | +12.3% | +39.2% | -26.9% | +2.6% |
| 6M | -15.4% | +18.2% | -33.6% | -19.4% |
| YTD | -2.5% | +12.1% | -14.6% | -6.7% |
| 1Y | -13.4% | -0.7% | -12.7% | -14.1% |
| 3Y | -30.4% | -1.7% | -28.7% | -32.7% |
| 5Y | -45.0% | +29.3% | -74.3% | -54.9% |
| All | -45.0% | +29.0% | -74.1% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling