+1.8%
CMCSA vs GGLL
-11.6%
+13.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.5% | +4.9% |
| 7D | +15.2% | -23.1% | +38.3% | +15.6% |
| 30D | +17.0% | -32.9% | +49.9% | +18.0% |
| 3M | +1.2% | -44.9% | +46.1% | +2.9% |
| 6M | -5.5% | -49.5% | +44.0% | -5.4% |
| YTD | -6.5% | -28.9% | +22.4% | -5.0% |
| 1Y | +1.8% | -12.2% | +14.0% | +5.8% |
| All | +1.8% | -11.6% | +13.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling