+166.5%
CMCSA vs GPN
+2,449.8%
-2,283.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.7% | -3.9% | -5.7% |
| 7D | -8.3% | -6.2% | -2.0% | -6.3% |
| 30D | -2.4% | +1.0% | -3.5% | -2.8% |
| 3M | +4.5% | +36.9% | -32.4% | -5.9% |
| 6M | -18.8% | +16.8% | -35.5% | -23.5% |
| YTD | -8.9% | +13.2% | -22.2% | -14.1% |
| 1Y | -18.3% | +1.4% | -19.7% | -20.3% |
| 3Y | -35.0% | -28.6% | -6.3% | -30.9% |
| 5Y | -48.2% | -47.0% | -1.2% | -41.1% |
| 10Y | +4.6% | +25.2% | -20.6% | -14.2% |
| All | +166.5% | +2,449.8% | -2,283.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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