+40.0%
GLW vs CMCSA
+1.9%
+38.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -3.7% |
| 7D | +7.7% | +3.2% | +4.6% | +9.2% |
| 30D | -18.8% | +19.5% | -38.4% | -12.3% |
| 3M | -27.7% | -2.4% | -25.3% | -26.7% |
| 6M | -44.4% | +3.8% | -48.3% | -41.6% |
| YTD | +31.3% | -5.4% | +36.7% | +36.2% |
| 1Y | +40.0% | +1.1% | +38.9% | +45.7% |
| All | +40.0% | +1.9% | +38.2% | +45.7% |
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