+185.7%
GS vs CMCSA
-45.8%
+231.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.9% | -2.1% | +3.0% | +1.6% |
| 30D | -1.6% | +7.0% | -8.6% | -3.7% |
| 3M | -4.5% | +15.1% | -19.6% | -9.3% |
| 6M | +20.9% | -15.4% | +36.2% | +26.9% |
| YTD | +19.9% | -1.9% | +21.8% | +18.6% |
| 1Y | +41.4% | -12.7% | +54.1% | +46.2% |
| 3Y | +239.2% | -31.0% | +270.2% | +279.5% |
| All | +185.7% | -45.8% | +231.6% | +221.7% |
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