+0.3%
GLD vs CMCSA
+1.1%
-0.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +4.9% | +2.7% | +2.3% | +5.0% |
| 30D | -1.3% | +18.6% | -19.9% | -0.5% |
| 3M | -4.8% | -1.8% | -2.9% | -4.6% |
| 6M | -12.5% | -0.7% | -11.8% | -12.1% |
| YTD | -4.2% | -7.8% | +3.6% | -2.7% |
| All | +0.3% | +1.1% | -0.8% | +1.8% |
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