+3.2%
CMCSA vs GLDM
+204.0%
-200.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.9% |
| 7D | -0.6% | -5.5% | +4.9% | -0.7% |
| 30D | +18.8% | -7.0% | +25.8% | +18.6% |
| 3M | -1.1% | -12.3% | +11.2% | -1.3% |
| 6M | +2.5% | -17.9% | +20.4% | +2.4% |
| YTD | -6.7% | -10.3% | +3.5% | -6.9% |
| 1Y | 0.0% | -7.8% | +7.7% | -0.2% |
| 3Y | -28.9% | +99.5% | -128.4% | -30.6% |
| 5Y | -41.1% | +106.5% | -147.6% | -43.2% |
| All | +3.2% | +204.0% | -200.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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