+2,236.9%
CMCSA vs GPC
+2,341.8%
-104.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.7% |
| 30D | +7.0% | +6.0% | +1.1% | +4.1% |
| 3M | +15.1% | +42.6% | -27.5% | -3.9% |
| 6M | -15.4% | +22.8% | -38.1% | -24.4% |
| YTD | -1.9% | +15.5% | -17.3% | -10.9% |
| 1Y | -12.7% | +2.0% | -14.8% | -15.8% |
| 3Y | -31.0% | -1.4% | -29.6% | -35.4% |
| 5Y | -46.1% | +30.6% | -76.7% | -57.5% |
| 10Y | +10.8% | +80.6% | -69.8% | -32.4% |
| All | +2,236.9% | +2,341.8% | -104.9% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling