-38.7%
CMCSA vs GTLB
-47.1%
+8.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -2.1% | +11.1% | -13.2% | -2.9% |
| 30D | +7.0% | +37.8% | -30.8% | +4.5% |
| 3M | +15.1% | +61.6% | -46.5% | +11.0% |
| 6M | -15.4% | +98.9% | -114.3% | -19.8% |
| YTD | -1.9% | +32.8% | -34.7% | -4.5% |
| 1Y | -12.7% | +14.7% | -27.4% | -14.4% |
| 3Y | -31.0% | +1.3% | -32.3% | -33.4% |
| All | -38.7% | -47.1% | +8.5% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling