+160.0%
GS vs CMCSA
-41.3%
+201.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | +3.7% | +21.0% | -17.3% | -2.2% |
| 3M | -10.0% | -0.9% | -9.0% | -10.0% |
| 6M | -1.0% | +2.9% | -3.9% | -2.7% |
| YTD | +7.0% | -5.9% | +12.9% | +7.0% |
| 1Y | +16.6% | +2.5% | +14.2% | +12.3% |
| 3Y | +204.4% | -28.3% | +232.7% | +234.8% |
| 5Y | +160.0% | -40.8% | +200.8% | +192.5% |
| All | +160.0% | -41.3% | +201.3% | +192.5% |
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