+219.3%
GLDM vs CCEP
+261.5%
-42.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.2% | +3.6% |
| 7D | -0.3% | +4.2% | -4.5% | -0.4% |
| 30D | -1.9% | +14.2% | -16.0% | -2.2% |
| 3M | -0.4% | +9.1% | -9.5% | -0.7% |
| 6M | -10.1% | +26.9% | -36.9% | -10.7% |
| YTD | -5.8% | +29.1% | -34.9% | -6.5% |
| 1Y | +3.1% | +36.8% | -33.7% | +2.2% |
| 3Y | +103.4% | +108.5% | -5.1% | +100.5% |
| 5Y | +125.5% | +155.8% | -30.3% | +122.0% |
| All | +219.3% | +261.5% | -42.2% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling