+356.1%
GLW vs CMCSA
-29.3%
+385.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.3% |
| 7D | -5.9% | +2.7% | -8.6% | -5.8% |
| 30D | -26.0% | +18.6% | -44.6% | -25.8% |
| 3M | -29.9% | -1.8% | -28.0% | -29.5% |
| 6M | -37.8% | -0.7% | -37.1% | -37.2% |
| YTD | +33.1% | -7.8% | +40.9% | +33.3% |
| 1Y | +36.8% | +0.7% | +36.1% | +33.5% |
| 3Y | +356.1% | -28.0% | +384.0% | +380.6% |
| All | +356.1% | -29.3% | +385.4% | +380.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling