-41.7%
CMCSA vs GTLB
-49.8%
+8.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.2% |
| 7D | -5.6% | -4.1% | -1.5% | -5.3% |
| 30D | -1.9% | +12.3% | -14.2% | -2.8% |
| 3M | +6.4% | +65.9% | -59.5% | +2.5% |
| 6M | -16.9% | +104.0% | -120.9% | -21.5% |
| YTD | -6.8% | +26.0% | -32.8% | -8.9% |
| 1Y | -15.9% | -3.5% | -12.4% | -16.3% |
| 3Y | -33.4% | -9.6% | -23.8% | -35.2% |
| All | -41.7% | -49.8% | +8.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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