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  • CCEP vs GPC✓SelectedUSD · GPCCCEP vs GPC performance historyLatest closeAs of-3.11%09/04
Stock and ETF performance explorer

CCEP vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,869.6%
GPC return
+2,341.8%
Excess return
+4,527.9%
Maximum drawdown
-79.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D-3.1%+1.1%-4.2%-3.5%
7D-3.1%+1.2%-4.3%-3.5%
30D-2.6%+6.0%-8.6%-4.7%
3M+14.9%+42.6%-27.7%-0.2%
6M+2.3%+22.8%-20.5%-6.3%
YTD+17.8%+15.5%+2.4%+9.2%
1Y+24.2%+2.0%+22.2%+20.5%
3Y+84.7%-1.4%+86.2%+74.6%
5Y+103.2%+30.6%+72.6%+69.7%
10Y+257.4%+80.6%+176.8%+148.8%
All+6,869.6%+2,341.8%+4,527.9%+1,667.7%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC 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 GPC 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