+2.0%
CMCSA vs GLDM
+225.0%
-223.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +2.7% | +5.0% | -2.3% | +2.8% |
| 30D | +18.6% | -1.3% | +19.9% | +18.6% |
| 3M | -1.8% | -4.7% | +2.9% | -2.0% |
| 6M | -0.7% | -12.4% | +11.7% | -0.6% |
| YTD | -7.8% | -4.1% | -3.8% | -7.8% |
| 1Y | +0.7% | +3.3% | -2.6% | +0.7% |
| 3Y | -28.0% | +110.9% | -138.9% | -29.6% |
| 5Y | -42.1% | +124.8% | -166.9% | -44.1% |
| All | +2.0% | +225.0% | -223.1% | +5.0% |
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