+2,064.0%
GS vs CMCSA
+293.5%
+1,770.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.9% | -2.1% | +3.0% | +1.9% |
| 30D | -1.6% | +7.0% | -8.6% | -4.9% |
| 3M | -4.5% | +15.1% | -19.6% | -11.8% |
| 6M | +20.9% | -15.4% | +36.2% | +27.7% |
| YTD | +19.9% | -1.9% | +21.8% | +17.5% |
| 1Y | +41.4% | -12.7% | +54.1% | +45.7% |
| 3Y | +239.2% | -31.0% | +270.2% | +284.1% |
| 5Y | +185.0% | -46.1% | +231.1% | +255.0% |
| 10Y | +655.0% | +10.8% | +644.1% | +553.4% |
| All | +2,064.0% | +293.5% | +1,770.5% | +803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling