+277.6%
CMCSA vs IAU
+751.7%
-474.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.9% |
| 7D | -0.6% | -5.5% | +4.9% | -0.7% |
| 30D | +18.8% | -7.0% | +25.8% | +18.7% |
| 3M | -1.1% | -12.3% | +11.2% | -1.2% |
| 6M | +2.5% | -17.9% | +20.5% | +2.4% |
| YTD | -6.7% | -10.3% | +3.6% | -6.8% |
| 1Y | 0.0% | -7.9% | +7.9% | -0.1% |
| 3Y | -28.9% | +98.7% | -127.6% | -29.0% |
| 5Y | -41.1% | +105.0% | -146.2% | -41.3% |
| 10Y | +4.5% | +207.7% | -203.2% | +4.7% |
| All | +277.6% | +751.7% | -474.1% | +263.6% |
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