-15.9%
CMCSA vs GRMN
+16.1%
-32.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | -1.8% | -3.8% | -5.3% |
| 30D | -1.9% | -12.1% | +10.2% | -0.2% |
| 3M | +6.4% | +18.0% | -11.6% | +3.9% |
| 6M | -16.9% | +13.7% | -30.7% | -18.9% |
| YTD | -6.8% | +35.3% | -42.1% | -11.7% |
| 1Y | -15.9% | +17.2% | -33.1% | -16.5% |
| All | -15.9% | +16.1% | -32.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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