+107.3%
CELH vs GAP
+86.4%
+20.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.6% | -1.9% | -5.6% |
| 7D | -11.7% | -3.2% | -8.5% | -11.0% |
| 30D | +1.6% | -0.7% | +2.3% | +1.6% |
| 3M | -2.0% | -0.5% | -1.5% | -2.2% |
| 6M | -36.2% | -5.0% | -31.2% | -36.0% |
| YTD | -39.6% | -14.7% | -24.9% | -38.3% |
| 1Y | -50.7% | -8.6% | -42.0% | -50.5% |
| 3Y | -58.9% | +108.4% | -167.2% | -67.5% |
| 5Y | -5.4% | +5.8% | -11.2% | -18.0% |
| 10Y | +3,848.6% | +29.6% | +3,818.9% | +2,925.0% |
| All | +107.3% | +86.4% | +20.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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