+204.7%
GLDM vs CCEP
+270.0%
-65.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -4.6% | +2.1% | -6.7% | -4.7% |
| 30D | -5.5% | +10.6% | -16.0% | -5.7% |
| 3M | -10.9% | +10.3% | -21.2% | -11.1% |
| 6M | -17.3% | +31.1% | -48.4% | -18.0% |
| YTD | -10.2% | +32.1% | -42.3% | -10.8% |
| 1Y | -6.9% | +32.8% | -39.8% | -7.7% |
| 3Y | +98.7% | +111.3% | -12.7% | +95.7% |
| 5Y | +106.7% | +147.5% | -40.8% | +103.4% |
| All | +204.7% | +270.0% | -65.4% | +201.7% |
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