+189.0%
CMCSA vs GWRE
+736.4%
-547.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | -5.6% | -30.9% | +25.4% | 0.0% |
| 30D | -1.9% | -20.7% | +18.8% | +1.3% |
| 3M | +6.4% | +20.2% | -13.7% | +2.3% |
| 6M | -16.9% | -11.9% | -5.1% | -16.9% |
| YTD | -6.8% | -30.3% | +23.5% | -3.3% |
| 1Y | -15.9% | -44.6% | +28.7% | -9.1% |
| 3Y | -33.4% | +48.8% | -82.2% | -42.6% |
| 5Y | -46.7% | +14.8% | -61.5% | -52.8% |
| 10Y | +7.0% | +128.1% | -121.1% | -17.2% |
| All | +189.0% | +736.4% | -547.4% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling