+297.2%
CMCSA vs IAU
+875.8%
-578.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +7.0% | +4.4% | +2.6% | +7.1% |
| 3M | +15.1% | -1.1% | +16.1% | +15.1% |
| 6M | -15.4% | -13.7% | -1.6% | -15.3% |
| YTD | -1.9% | +2.7% | -4.6% | -1.8% |
| 1Y | -12.7% | +24.6% | -37.3% | -12.6% |
| 3Y | -31.0% | +126.8% | -157.9% | -31.1% |
| 5Y | -46.1% | +139.5% | -185.6% | -46.2% |
| 10Y | +10.8% | +226.3% | -215.4% | +11.2% |
| All | +297.2% | +875.8% | -578.6% | +282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling