+438.8%
GS vs CMCSA
+6.4%
+432.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.3% |
| 7D | +5.9% | +3.2% | +2.7% | +4.4% |
| 30D | +4.3% | +19.5% | -15.2% | -4.2% |
| 3M | -11.7% | -2.4% | -9.3% | -11.2% |
| 6M | -3.2% | +3.8% | -7.0% | -6.6% |
| YTD | +5.8% | -5.4% | +11.2% | +4.9% |
| 1Y | +16.0% | +1.1% | +14.9% | +10.6% |
| 3Y | +199.8% | -27.1% | +226.9% | +232.7% |
| 5Y | +155.5% | -40.3% | +195.8% | +210.6% |
| All | +438.8% | +6.4% | +432.4% | +374.8% |
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