-6.9%
CMCSA vs GGLL
+328.7%
-335.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -2.1% | -4.8% | +2.7% | -1.6% |
| 30D | +7.0% | -13.7% | +20.7% | +8.5% |
| 3M | +15.1% | -21.9% | +36.9% | +17.1% |
| 6M | -15.4% | +11.7% | -27.0% | -17.3% |
| YTD | -1.9% | +2.3% | -4.2% | -3.5% |
| 1Y | -12.7% | +76.2% | -88.9% | -20.4% |
| 3Y | -31.0% | +245.0% | -276.0% | -47.8% |
| All | -6.9% | +328.7% | -335.6% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling