-47.2%
CMCSA vs GWRE
+15.1%
-62.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -4.9% | -13.2% | +8.4% | -3.2% |
| 30D | -1.1% | -18.6% | +17.5% | +1.0% |
| 3M | +6.6% | +18.9% | -12.3% | +3.7% |
| 6M | -15.5% | -11.0% | -4.5% | -15.4% |
| YTD | -6.7% | -29.9% | +23.2% | -3.3% |
| 1Y | -15.6% | -44.3% | +28.7% | -9.1% |
| 3Y | -33.7% | +51.7% | -85.4% | -44.4% |
| All | -47.2% | +15.1% | -62.3% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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