+606.9%
GEV vs CMCSA
-30.8%
+637.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.2% | -2.8% |
| 7D | -1.9% | -5.6% | +3.6% | -1.9% |
| 30D | -8.7% | -1.9% | -6.8% | -8.7% |
| 3M | +6.6% | +6.4% | +0.2% | +6.7% |
| 6M | +10.2% | -16.9% | +27.1% | +12.7% |
| YTD | +41.6% | -6.8% | +48.4% | +42.6% |
| 1Y | +43.9% | -15.9% | +59.8% | +46.9% |
| All | +606.9% | -30.8% | +637.7% | +630.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling