+732.3%
GLD vs CMCSA
+306.5%
+425.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.7% |
| 7D | +2.8% | +4.6% | -1.8% | +2.8% |
| 30D | -4.0% | +19.8% | -23.8% | -3.9% |
| 3M | -8.2% | -0.3% | -8.0% | -8.2% |
| 6M | -14.8% | +0.3% | -15.2% | -14.8% |
| YTD | -6.8% | -6.9% | +0.1% | -6.8% |
| 1Y | -2.4% | +2.6% | -5.0% | -2.3% |
| 3Y | +105.8% | -29.0% | +134.8% | +105.8% |
| 5Y | +113.3% | -42.0% | +155.3% | +112.9% |
| 10Y | +208.4% | +6.4% | +202.0% | +208.6% |
| All | +732.3% | +306.5% | +425.8% | +730.5% |
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