+632.4%
GEV vs CMCSA
-30.7%
+663.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +1.6% | -4.9% | +6.5% | +1.6% |
| 30D | -7.9% | -1.1% | -6.9% | -7.9% |
| 3M | +5.6% | +6.6% | -0.9% | +5.7% |
| 6M | +13.1% | -15.5% | +28.5% | +15.4% |
| YTD | +46.7% | -6.7% | +53.4% | +47.8% |
| 1Y | +51.3% | -15.6% | +66.9% | +54.4% |
| All | +632.4% | -30.7% | +663.1% | +656.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling