+40.6%
GLW vs CMCSA
+3.3%
+37.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.8% | -3.7% |
| 7D | -9.5% | +15.2% | -24.7% | -3.8% |
| 30D | -25.5% | +17.0% | -42.5% | -20.2% |
| 3M | -25.6% | +1.2% | -26.8% | -23.8% |
| 6M | -25.5% | -5.5% | -20.0% | -23.8% |
| YTD | +36.4% | -6.5% | +42.9% | +40.3% |
| 1Y | +40.6% | +1.8% | +38.8% | +44.3% |
| All | +40.6% | +3.3% | +37.3% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling