+104.1%
GLD vs CMCSA
-40.2%
+144.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -4.6% | +3.2% | -7.7% | -4.6% |
| 30D | -5.5% | +19.5% | -25.0% | -5.3% |
| 3M | -10.9% | -2.4% | -8.5% | -10.8% |
| 6M | -17.4% | +3.8% | -21.3% | -17.3% |
| YTD | -10.3% | -5.4% | -4.9% | -10.1% |
| 1Y | -7.2% | +1.1% | -8.3% | -7.0% |
| 3Y | +96.9% | -27.1% | +124.0% | +97.8% |
| All | +104.1% | -40.2% | +144.3% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling