+8.5%
CMCSA vs GLDM
+248.1%
-239.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +7.0% | +4.4% | +2.6% | +7.0% |
| 3M | +15.1% | -1.1% | +16.2% | +15.2% |
| 6M | -15.4% | -13.7% | -1.7% | -15.1% |
| YTD | -1.9% | +2.8% | -4.7% | -1.8% |
| 1Y | -12.7% | +24.8% | -37.6% | -12.9% |
| 3Y | -31.0% | +127.8% | -158.8% | -32.5% |
| 5Y | -46.1% | +141.1% | -187.2% | -47.9% |
| All | +8.5% | +248.1% | -239.6% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling