+106.7%
GLDM vs CCEP
+111.8%
-5.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | +1.9% | +5.7% | -3.8% | +1.3% |
| 30D | -1.7% | +15.3% | -17.0% | -3.1% |
| 3M | -3.5% | +8.0% | -11.6% | -4.3% |
| 6M | -10.1% | +26.7% | -36.8% | -12.5% |
| YTD | -5.0% | +30.7% | -35.7% | -7.6% |
| 1Y | +2.8% | +36.5% | -33.8% | -0.5% |
| All | +106.7% | +111.8% | -5.2% | +102.7% |
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