+448.8%
GS vs CMCSA
+7.0%
+441.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | 0.0% |
| 7D | +1.6% | +4.6% | -3.0% | -0.5% |
| 30D | +1.7% | +19.8% | -18.1% | -6.7% |
| 3M | -11.6% | -0.3% | -11.3% | -12.1% |
| 6M | -1.9% | +0.3% | -2.2% | -3.8% |
| YTD | +5.1% | -6.9% | +12.0% | +4.9% |
| 1Y | +16.4% | +2.6% | +13.8% | +10.0% |
| 3Y | +199.0% | -29.0% | +228.0% | +236.2% |
| 5Y | +157.4% | -42.0% | +199.4% | +217.7% |
| All | +448.8% | +7.0% | +441.8% | +380.1% |
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 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