+38.2%
GLW vs CMCSA
+2.8%
+35.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +7.9% |
| 7D | +1.4% | +0.7% | +0.7% | +1.7% |
| 30D | -18.2% | +21.0% | -39.2% | -11.3% |
| 3M | -24.2% | -0.9% | -23.2% | -22.8% |
| 6M | -41.7% | +2.9% | -44.6% | -39.0% |
| YTD | +38.3% | -5.9% | +44.2% | +42.8% |
| 1Y | +38.2% | +2.5% | +35.7% | +42.5% |
| All | +38.2% | +2.8% | +35.4% | +42.5% |
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 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