+1,754.3%
GSK vs CCEP
+7,646.6%
-5,892.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.2% | +5.4% | -0.2% | +4.1% |
| 30D | +10.2% | +12.8% | -2.6% | +7.5% |
| 3M | -0.9% | +10.9% | -11.8% | -3.1% |
| 6M | +3.5% | +25.6% | -22.1% | -1.5% |
| YTD | +7.2% | +31.0% | -23.8% | +1.2% |
| 1Y | +12.0% | +32.3% | -20.3% | +5.5% |
| 3Y | +67.3% | +110.5% | -43.2% | +42.9% |
| 5Y | +45.3% | +141.8% | -96.6% | +19.3% |
| 10Y | +101.8% | +341.1% | -239.4% | +43.1% |
| All | +1,754.3% | +7,646.6% | -5,892.3% | +543.8% |
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