-48.2%
CMCSA vs GSK
+47.3%
-95.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -8.3% | -3.6% | -4.7% | -7.7% |
| 30D | -2.4% | -5.9% | +3.5% | -1.4% |
| 3M | +4.5% | -4.3% | +8.8% | +5.3% |
| 6M | -18.8% | -10.8% | -8.0% | -17.2% |
| YTD | -8.9% | +1.8% | -10.7% | -9.0% |
| 1Y | -18.3% | +23.5% | -41.8% | -20.7% |
| 3Y | -35.0% | +49.5% | -84.5% | -39.6% |
| 5Y | -48.2% | +49.7% | -97.8% | -54.8% |
| All | -48.2% | +47.3% | -95.4% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling