+52.4%
GEV vs CMCSA
+3.3%
+49.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.0% | -14.3% | -7.8% |
| 7D | -5.1% | +15.2% | -20.4% | -1.1% |
| 30D | -15.8% | +17.0% | -32.8% | -11.9% |
| 3M | -18.2% | +1.2% | -19.4% | -16.6% |
| 6M | -22.4% | -5.5% | -16.9% | -19.7% |
| YTD | +27.7% | -6.5% | +34.3% | +34.2% |
| 1Y | +52.4% | +1.8% | +50.6% | +52.2% |
| All | +52.4% | +3.3% | +49.0% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling