-40.2%
CMCSA vs GLDM
+107.1%
-147.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | +3.2% | -4.6% | +7.8% | +3.1% |
| 30D | +19.5% | -5.5% | +25.0% | +19.4% |
| 3M | -2.4% | -10.9% | +8.5% | -2.6% |
| 6M | +3.8% | -17.3% | +21.2% | +3.9% |
| YTD | -5.4% | -10.2% | +4.8% | -5.6% |
| 1Y | +1.1% | -6.9% | +8.1% | +0.8% |
| 3Y | -27.1% | +98.7% | -125.8% | -32.0% |
| All | -40.2% | +107.1% | -147.2% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling