+132.0%
GLW vs CMCSA
-9.6%
+141.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +7.4% |
| 7D | +14.0% | +0.1% | +13.9% | +14.1% |
| 30D | +0.4% | +3.8% | -3.5% | +1.8% |
| 3M | -11.3% | +12.3% | -23.7% | -7.1% |
| 6M | +35.1% | -15.4% | +50.5% | +33.1% |
| YTD | +90.5% | -2.5% | +93.0% | +94.6% |
| 1Y | +132.0% | -13.4% | +145.4% | +131.1% |
| All | +132.0% | -9.6% | +141.6% | +131.1% |
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