+343.1%
CCEP vs GME
+475.1%
-132.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +2.1% | +2.9% | -0.8% | +2.1% |
| 30D | +10.6% | -4.8% | +15.4% | +10.6% |
| 3M | +10.3% | +39.2% | -28.9% | +9.9% |
| 6M | +31.1% | +17.1% | +14.0% | +30.8% |
| YTD | +32.1% | +28.7% | +3.4% | +31.7% |
| 1Y | +32.8% | +23.3% | +9.5% | +32.5% |
| 3Y | +111.3% | +112.9% | -1.6% | +106.8% |
| 5Y | +147.5% | -48.8% | +196.3% | +143.5% |
| All | +343.1% | +475.1% | -132.0% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling