+1.6%
CMCSA vs GLDM
+1.2%
+0.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | +2.7% | +5.0% | -2.3% | +2.9% |
| 30D | +18.6% | -1.3% | +19.9% | +18.4% |
| 3M | -1.8% | -4.7% | +2.9% | -2.2% |
| 6M | -0.7% | -12.4% | +11.7% | -0.6% |
| YTD | -7.8% | -4.1% | -3.8% | -8.7% |
| All | +1.6% | +1.2% | +0.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling