+11.0%
GS vs CMCSA
+1.6%
+9.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.5% |
| 7D | +5.1% | -0.6% | +5.7% | +5.1% |
| 30D | +2.4% | +18.8% | -16.3% | +3.3% |
| 3M | -11.5% | -1.1% | -10.4% | -11.3% |
| 6M | -2.5% | +2.5% | -5.0% | -1.4% |
| YTD | +5.5% | -6.7% | +12.2% | +8.5% |
| 1Y | +11.0% | 0.0% | +11.1% | +13.8% |
| All | +11.0% | +1.6% | +9.4% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling