-30.4%
CMCSA vs GSK
+53.4%
-83.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | +0.1% | -4.2% | +4.3% | +0.8% |
| 30D | +3.8% | -7.5% | +11.3% | +5.1% |
| 3M | +12.3% | -3.3% | +15.6% | +13.1% |
| 6M | -15.4% | -9.3% | -6.1% | -14.1% |
| YTD | -2.5% | +1.6% | -4.1% | -2.2% |
| 1Y | -13.4% | +25.5% | -38.9% | -14.9% |
| 3Y | -30.4% | +49.3% | -79.6% | -34.4% |
| All | -30.4% | +53.4% | -83.8% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling