-41.3%
GLW vs CMCSA
-5.3%
-36.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +1.2% |
| 7D | -13.9% | +5.0% | -19.0% | -11.1% |
| 30D | -35.0% | +16.5% | -51.5% | -28.6% |
| 3M | -32.4% | -1.6% | -30.8% | -31.0% |
| 6M | -41.3% | -5.0% | -36.3% | -37.5% |
| All | -41.3% | -5.3% | -36.1% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling