+197.7%
GS vs CMCSA
-28.6%
+226.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.2% |
| 7D | +1.6% | +4.6% | -3.0% | +0.6% |
| 30D | +1.7% | +19.8% | -18.1% | -2.3% |
| 3M | -11.6% | -0.3% | -11.3% | -11.6% |
| 6M | -1.9% | +0.3% | -2.2% | -2.2% |
| YTD | +5.1% | -6.9% | +12.0% | +5.5% |
| 1Y | +16.4% | +2.6% | +13.8% | +12.1% |
| All | +197.7% | -28.6% | +226.3% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling