-48.2%
CMCSA vs GRMN
+75.7%
-123.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.3% |
| 7D | -8.3% | -1.4% | -6.9% | -8.0% |
| 30D | -2.4% | -13.1% | +10.7% | +0.8% |
| 3M | +4.5% | +14.9% | -10.4% | +0.7% |
| 6M | -18.8% | +13.1% | -31.9% | -21.7% |
| YTD | -8.9% | +35.3% | -44.2% | -16.4% |
| 1Y | -18.3% | +16.0% | -34.3% | -22.1% |
| 3Y | -35.0% | +179.6% | -214.6% | -55.7% |
| 5Y | -48.2% | +75.0% | -123.2% | -61.8% |
| All | -48.2% | +75.7% | -123.8% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling