+19.4%
GLD vs CMCSA
-9.6%
+28.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.8% |
| 30D | +0.3% | +3.8% | -3.5% | +0.5% |
| 3M | +0.6% | +12.3% | -11.7% | +1.2% |
| 6M | -15.6% | -15.4% | -0.2% | -15.5% |
| YTD | +0.9% | -2.5% | +3.4% | +2.4% |
| 1Y | +19.4% | -13.4% | +32.8% | +25.1% |
| All | +19.4% | -9.6% | +28.9% | +25.1% |
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