+2,222.8%
CMCSA vs GSK
+1,657.0%
+565.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.4% |
| 7D | +0.1% | -4.2% | +4.3% | +1.7% |
| 30D | +3.8% | -7.5% | +11.3% | +6.9% |
| 3M | +12.3% | -3.3% | +15.6% | +13.6% |
| 6M | -15.4% | -9.3% | -6.1% | -12.4% |
| YTD | -2.5% | +1.6% | -4.1% | -3.7% |
| 1Y | -13.4% | +25.5% | -38.9% | -21.5% |
| 3Y | -30.4% | +49.3% | -79.6% | -42.5% |
| 5Y | -45.0% | +46.7% | -91.7% | -55.3% |
| 10Y | +10.2% | +76.8% | -66.6% | -18.7% |
| All | +2,222.8% | +1,657.0% | +565.8% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling