-10.1%
GLDM vs CCEP
+28.5%
-38.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.8% |
| 7D | +1.9% | +5.7% | -3.8% | +1.9% |
| 30D | -1.7% | +15.3% | -17.0% | -1.7% |
| 3M | -3.5% | +8.0% | -11.6% | -3.4% |
| 6M | -10.1% | +26.7% | -36.8% | -9.2% |
| All | -10.1% | +28.5% | -38.6% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling