+514.9%
GEV vs CMCSA
-29.7%
+544.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -1.8% |
| 7D | +3.7% | +3.2% | +0.6% | +4.0% |
| 30D | -14.7% | +19.5% | -34.2% | -13.9% |
| 3M | -23.4% | -2.4% | -21.0% | -22.8% |
| 6M | -24.3% | +3.8% | -28.2% | -23.4% |
| YTD | +23.2% | -5.4% | +28.6% | +25.1% |
| 1Y | +44.2% | +1.1% | +43.1% | +44.4% |
| All | +514.9% | -29.7% | +544.6% | +540.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling