+816.6%
GLD vs CMCSA
+328.4%
+488.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.5% | -2.1% | +1.6% | -0.5% |
| 30D | +4.4% | +7.0% | -2.6% | +4.4% |
| 3M | -1.1% | +15.1% | -16.2% | -1.1% |
| 6M | -13.8% | -15.4% | +1.6% | -13.8% |
| YTD | +2.6% | -1.9% | +4.5% | +2.7% |
| 1Y | +24.5% | -12.7% | +37.2% | +24.6% |
| 3Y | +125.8% | -31.0% | +156.9% | +125.9% |
| 5Y | +137.8% | -46.1% | +183.9% | +137.3% |
| 10Y | +221.4% | +10.8% | +210.5% | +221.5% |
| All | +816.6% | +328.4% | +488.2% | +814.5% |
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