+6.0%
CMCSA vs GSK
+80.0%
-74.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -5.6% | -5.4% | -0.1% | -4.1% |
| 30D | -1.9% | -4.6% | +2.7% | -0.6% |
| 3M | +6.4% | -5.1% | +11.5% | +8.0% |
| 6M | -16.9% | -11.4% | -5.5% | -14.2% |
| YTD | -6.8% | +0.7% | -7.5% | -7.3% |
| 1Y | -15.9% | +23.0% | -38.9% | -21.2% |
| 3Y | -33.4% | +48.0% | -81.4% | -42.4% |
| 5Y | -46.7% | +48.2% | -94.9% | -55.1% |
| All | +6.0% | +80.0% | -74.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling