+3.5%
CMCSA vs IAU
+224.0%
-220.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -6.6% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -2.4% | +0.2% | -2.6% | -2.4% |
| 3M | +4.5% | +3.3% | +1.2% | +4.6% |
| 6M | -18.8% | -14.6% | -4.2% | -18.5% |
| YTD | -8.9% | +1.9% | -10.8% | -8.9% |
| 1Y | -18.3% | +20.9% | -39.2% | -18.6% |
| 3Y | -35.0% | +127.5% | -162.4% | -36.7% |
| 5Y | -48.2% | +141.9% | -190.1% | -50.0% |
| All | +3.5% | +224.0% | -220.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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