+2.8%
GLD vs CMCSA
+3.3%
-0.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.3% | +3.9% |
| 7D | -0.3% | +15.2% | -15.5% | +0.5% |
| 30D | -1.9% | +17.0% | -18.9% | -1.1% |
| 3M | -0.4% | +1.2% | -1.7% | -0.2% |
| 6M | -10.2% | -5.5% | -4.7% | -9.6% |
| YTD | -6.0% | -6.5% | +0.5% | -4.5% |
| 1Y | +2.8% | +1.8% | +1.0% | +4.5% |
| All | +2.8% | +3.3% | -0.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling