+4,878.5%
CELH vs GD
+185.2%
+4,693.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.1% |
| 7D | +10.8% | -3.0% | +13.8% | +12.5% |
| 30D | +16.1% | +9.3% | +6.8% | +10.8% |
| 3M | +19.5% | -7.2% | +26.7% | +23.8% |
| 6M | +2.8% | +5.5% | -2.7% | -0.4% |
| YTD | -27.4% | +9.5% | -36.9% | -31.6% |
| 1Y | -20.1% | +6.4% | -26.5% | -23.5% |
| 3Y | -42.9% | +59.8% | -102.7% | -57.0% |
| 5Y | -1.9% | +98.0% | -99.9% | -33.9% |
| 10Y | +4,878.5% | +177.4% | +4,701.1% | +2,612.4% |
| All | +4,878.5% | +185.2% | +4,693.3% | +2,612.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling