+211.3%
GDX vs CCEP
+109.7%
+101.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.5% |
| 7D | +13.6% | +2.6% | +11.1% | +12.7% |
| 30D | +2.5% | +15.1% | -12.6% | -2.5% |
| 3M | +4.4% | +7.3% | -2.9% | +1.6% |
| 6M | -5.2% | +23.4% | -28.7% | -12.8% |
| YTD | +2.1% | +29.4% | -27.3% | -7.0% |
| 1Y | +24.7% | +34.2% | -9.5% | +11.8% |
| 3Y | +211.3% | +108.4% | +102.9% | +146.7% |
| All | +211.3% | +109.7% | +101.5% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling