+1,704.0%
GS vs CMCSA
+267.9%
+1,436.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.7% |
| 7D | -3.2% | +5.0% | -8.3% | -5.4% |
| 30D | -2.4% | +16.5% | -18.9% | -9.5% |
| 3M | -15.7% | -1.6% | -14.1% | -15.8% |
| 6M | -6.8% | -5.0% | -1.7% | -6.5% |
| YTD | -0.1% | -8.3% | +8.2% | +0.5% |
| 1Y | +12.1% | +0.4% | +11.7% | +7.5% |
| 3Y | +185.8% | -31.0% | +216.8% | +221.9% |
| 5Y | +140.1% | -42.5% | +182.6% | +188.7% |
| 10Y | +505.2% | +12.6% | +492.7% | +416.9% |
| All | +1,704.0% | +267.9% | +1,436.1% | +672.6% |
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