+739.4%
GLD vs CMCSA
+300.6%
+438.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.8% |
| 7D | +4.7% | +5.0% | -0.3% | +4.7% |
| 30D | -0.9% | +16.5% | -17.4% | -0.8% |
| 3M | -4.4% | -1.6% | -2.8% | -4.4% |
| 6M | -13.6% | -5.0% | -8.5% | -13.5% |
| YTD | -6.0% | -8.3% | +2.3% | -6.0% |
| 1Y | +1.8% | +0.4% | +1.4% | +1.8% |
| 3Y | +103.2% | -31.0% | +134.1% | +103.2% |
| 5Y | +119.3% | -42.5% | +161.9% | +118.9% |
| 10Y | +199.5% | +12.6% | +186.9% | +199.7% |
| All | +739.4% | +300.6% | +438.8% | +737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling