+107.7%
GLDM vs CCEP
+111.2%
-3.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +2.9% | +5.4% | -2.5% | +2.3% |
| 30D | -3.9% | +12.8% | -16.7% | -5.1% |
| 3M | -8.1% | +10.9% | -19.0% | -9.1% |
| 6M | -14.7% | +25.6% | -40.3% | -16.9% |
| YTD | -6.6% | +31.0% | -37.6% | -9.1% |
| 1Y | -2.1% | +32.3% | -34.3% | -4.8% |
| 3Y | +107.7% | +110.5% | -2.8% | +102.5% |
| All | +107.7% | +111.2% | -3.5% | +102.5% |
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