+315.3%
GDX vs CCEP
+237.8%
+77.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.6% | +1.4% |
| 7D | +1.9% | -3.7% | +5.6% | +2.3% |
| 30D | +9.9% | -2.1% | +12.0% | +10.1% |
| 3M | +28.2% | +7.2% | +21.0% | +27.1% |
| 6M | -2.9% | +3.3% | -6.2% | -3.4% |
| YTD | +16.0% | +15.7% | +0.3% | +14.2% |
| 1Y | +49.9% | +16.6% | +33.3% | +47.3% |
| 3Y | +263.6% | +84.3% | +179.3% | +244.6% |
| 5Y | +233.6% | +109.0% | +124.6% | +212.0% |
| 10Y | +315.3% | +238.1% | +77.2% | +299.7% |
| All | +315.3% | +237.8% | +77.5% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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