+4,043.9%
CELH vs GD
+189.7%
+3,854.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | -3.8% | -3.5% | -0.3% | -2.0% |
| 30D | +6.4% | -9.0% | +15.5% | +11.6% |
| 3M | +5.6% | +5.1% | +0.5% | +2.8% |
| 6M | -31.1% | -1.0% | -30.1% | -31.1% |
| YTD | -35.4% | +7.3% | -42.7% | -38.3% |
| 1Y | -46.9% | +12.4% | -59.3% | -50.5% |
| 3Y | -56.0% | +73.7% | -129.7% | -68.4% |
| 5Y | +1.2% | +93.8% | -92.5% | -30.8% |
| 10Y | +4,043.9% | +190.6% | +3,853.3% | +2,193.4% |
| All | +4,043.9% | +189.7% | +3,854.2% | +2,193.4% |
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