+96.9%
GLD vs CMCSA
-27.5%
+124.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -4.6% | +3.2% | -7.7% | -4.5% |
| 30D | -5.5% | +19.5% | -25.0% | -4.9% |
| 3M | -10.9% | -2.4% | -8.5% | -10.8% |
| 6M | -17.4% | +3.8% | -21.3% | -17.2% |
| YTD | -10.3% | -5.4% | -4.9% | -9.9% |
| 1Y | -7.2% | +1.1% | -8.3% | -6.7% |
| 3Y | +96.9% | -27.1% | +124.0% | +98.8% |
| All | +96.9% | -27.5% | +124.4% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling