+562.0%
GLW vs CMCSA
+8.2%
+553.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +7.0% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -18.2% | +21.0% | -39.2% | -24.4% |
| 3M | -24.2% | -0.9% | -23.2% | -24.9% |
| 6M | -41.7% | +2.9% | -44.6% | -43.7% |
| YTD | +38.3% | -5.9% | +44.2% | +35.4% |
| 1Y | +38.2% | +2.5% | +35.7% | +29.2% |
| 3Y | +363.4% | -28.3% | +391.6% | +403.5% |
| 5Y | +254.6% | -40.8% | +295.4% | +318.6% |
| 10Y | +562.0% | +5.4% | +556.6% | +469.2% |
| All | +562.0% | +8.2% | +553.8% | +469.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling