+3,388.7%
GLW vs CMCSA
+2,177.8%
+1,211.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.1% |
| 7D | -5.9% | +2.7% | -8.6% | -7.0% |
| 30D | -26.0% | +18.6% | -44.6% | -30.8% |
| 3M | -29.9% | -1.8% | -28.0% | -30.4% |
| 6M | -37.8% | -0.7% | -37.1% | -39.1% |
| YTD | +33.1% | -7.8% | +40.9% | +31.7% |
| 1Y | +36.8% | +0.7% | +36.1% | +30.5% |
| 3Y | +356.1% | -28.0% | +384.0% | +383.6% |
| 5Y | +243.8% | -42.1% | +285.9% | +289.5% |
| 10Y | +542.4% | +8.2% | +534.2% | +475.3% |
| All | +3,388.7% | +2,177.8% | +1,211.0% | +1,096.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling