+213.1%
GLD vs CMCSA
+7.3%
+205.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.7% |
| 7D | -3.4% | -5.6% | +2.2% | -3.4% |
| 30D | -1.1% | -1.9% | +0.7% | -1.1% |
| 3M | +5.8% | +6.4% | -0.6% | +5.8% |
| 6M | -17.1% | -16.9% | -0.1% | -17.0% |
| YTD | 0.0% | -6.8% | +6.8% | +0.1% |
| 1Y | +18.2% | -15.9% | +34.1% | +18.4% |
| 3Y | +122.6% | -33.4% | +156.0% | +123.0% |
| 5Y | +137.1% | -46.7% | +183.8% | +135.8% |
| All | +213.1% | +7.3% | +205.8% | +225.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling