+259.5%
CMCSA vs GRMN
+6,828.2%
-6,568.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +3.2% | -0.9% | +4.0% | +3.4% |
| 30D | +19.5% | +1.2% | +18.3% | +19.1% |
| 3M | -2.4% | -8.9% | +6.5% | -0.2% |
| 6M | +3.8% | +23.0% | -19.2% | -2.2% |
| YTD | -5.4% | +41.2% | -46.6% | -14.6% |
| 1Y | +1.1% | +47.5% | -46.4% | -9.8% |
| 3Y | -27.1% | +155.8% | -182.9% | -45.4% |
| 5Y | -40.3% | +120.2% | -160.5% | -54.0% |
| 10Y | +6.0% | +629.9% | -623.9% | -40.4% |
| All | +259.5% | +6,828.2% | -6,568.7% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling