-7.5%
CMCSA vs GGLL
+328.4%
-335.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | +1.9% | -1.7% | -0.1% |
| 30D | +3.8% | -9.7% | +13.6% | +4.8% |
| 3M | +12.3% | -18.0% | +30.3% | +13.8% |
| 6M | -15.4% | +15.3% | -30.6% | -17.7% |
| YTD | -2.5% | +2.2% | -4.7% | -4.1% |
| 1Y | -13.4% | +73.1% | -86.5% | -20.9% |
| 3Y | -30.4% | +242.7% | -273.1% | -47.2% |
| All | -7.5% | +328.4% | -335.9% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling