+139.3%
GS vs CMCSA
-42.5%
+181.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.3% |
| 7D | -3.2% | +5.0% | -8.3% | -4.6% |
| 30D | -2.4% | +16.5% | -18.9% | -6.9% |
| 3M | -15.7% | -1.6% | -14.1% | -15.6% |
| 6M | -6.8% | -5.0% | -1.7% | -6.0% |
| YTD | -0.1% | -8.3% | +8.2% | +0.7% |
| 1Y | +12.1% | +0.4% | +11.7% | +8.5% |
| 3Y | +185.8% | -31.0% | +216.8% | +218.2% |
| All | +139.3% | -42.5% | +181.8% | +170.4% |
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