-41.2%
CMCSA vs GLDM
+126.2%
-167.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +12.0% | +1.9% | +10.1% | +12.0% |
| 30D | +17.5% | -1.7% | +19.2% | +17.4% |
| 3M | +2.4% | -3.5% | +5.9% | +2.2% |
| 6M | -2.9% | -10.1% | +7.1% | -2.9% |
| YTD | -6.2% | -5.0% | -1.1% | -6.3% |
| 1Y | +0.4% | +2.8% | -2.4% | +0.1% |
| 3Y | -30.6% | +105.1% | -135.7% | -35.0% |
| 5Y | -41.2% | +124.3% | -165.5% | -48.1% |
| All | -41.2% | +126.2% | -167.4% | -48.1% |
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