-40.2%
CMCSA vs GTLB
-62.5%
+22.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +3.2% | -0.7% | +3.9% | +3.2% |
| 30D | +19.5% | -10.2% | +29.7% | +20.3% |
| 3M | -2.4% | +10.1% | -12.5% | -3.4% |
| 6M | +3.8% | +116.5% | -112.6% | -2.2% |
| YTD | -5.4% | +27.2% | -32.6% | -7.8% |
| 1Y | +1.1% | +8.6% | -7.4% | -0.3% |
| 3Y | -27.1% | +5.6% | -32.7% | -30.0% |
| All | -40.2% | -62.5% | +22.4% | -36.5% |
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