+135.0%
GOOG vs CMCSA
-46.8%
+181.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.1% |
| 7D | -2.5% | -5.6% | +3.1% | -0.9% |
| 30D | -3.6% | -1.9% | -1.7% | -3.2% |
| 3M | -6.4% | +6.4% | -12.9% | -8.4% |
| 6M | +7.8% | -16.9% | +24.7% | +12.7% |
| YTD | +5.5% | -6.8% | +12.3% | +5.7% |
| 1Y | +38.3% | -15.9% | +54.2% | +43.5% |
| 3Y | +143.1% | -33.4% | +176.5% | +170.5% |
| 5Y | +135.0% | -46.7% | +181.7% | +153.1% |
| All | +135.0% | -46.8% | +181.8% | +153.1% |
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