-21.8%
CMCSA vs GLXY
+7.0%
-28.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.0% | +0.4% | -6.7% |
| 7D | -8.3% | +4.5% | -12.8% | -8.2% |
| 30D | -2.4% | +28.8% | -31.3% | -2.1% |
| 3M | +4.5% | -23.0% | +27.5% | +5.1% |
| 6M | -18.8% | +17.0% | -35.8% | -18.6% |
| YTD | -8.9% | +12.5% | -21.4% | -9.3% |
| 1Y | -18.3% | -5.4% | -12.9% | -17.8% |
| All | -21.8% | +7.0% | -28.8% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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