+2,117.3%
CMCSA vs GPC
+2,105.4%
+12.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +19.8% | -1.8% | +21.6% | +20.6% |
| 3M | -0.3% | -6.6% | +6.3% | +2.7% |
| 6M | +0.3% | +21.3% | -21.0% | -9.9% |
| YTD | -6.9% | +4.3% | -11.2% | -11.5% |
| 1Y | +2.6% | +3.3% | -0.7% | -2.1% |
| 3Y | -29.0% | +0.8% | -29.8% | -34.4% |
| 5Y | -42.0% | +7.4% | -49.4% | -49.6% |
| 10Y | +6.4% | +79.2% | -72.8% | -35.5% |
| All | +2,117.3% | +2,105.4% | +12.0% | +238.1% |
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