-43.1%
CMCSA vs GTLB
-50.8%
+7.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.5% |
| 7D | -8.3% | -6.6% | -1.7% | -7.8% |
| 30D | -2.4% | +13.7% | -16.2% | -3.4% |
| 3M | +4.5% | +52.9% | -48.4% | +1.2% |
| 6M | -18.8% | +88.5% | -107.3% | -22.8% |
| YTD | -8.9% | +23.4% | -32.4% | -10.9% |
| 1Y | -18.3% | -3.8% | -14.5% | -18.7% |
| 3Y | -35.0% | -11.5% | -23.5% | -36.6% |
| All | -43.1% | -50.8% | +7.8% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling