+212.6%
GLW vs CMCSA
-42.5%
+255.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +2.9% |
| 7D | -13.9% | +5.0% | -19.0% | -14.7% |
| 30D | -35.0% | +16.5% | -51.5% | -36.8% |
| 3M | -32.4% | -1.6% | -30.8% | -32.4% |
| 6M | -41.3% | -5.0% | -36.3% | -41.0% |
| YTD | +21.8% | -8.3% | +30.1% | +21.4% |
| 1Y | +21.8% | +0.4% | +21.5% | +17.2% |
| 3Y | +307.7% | -31.0% | +338.6% | +342.9% |
| All | +212.6% | -42.5% | +255.1% | +236.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling