-55.2%
CELH vs GD
+74.3%
-129.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | -7.0% | -5.3% | -1.8% | -5.3% |
| 30D | +5.2% | -6.4% | +11.6% | +7.4% |
| 3M | +10.5% | +5.7% | +4.8% | +8.5% |
| 6M | -32.7% | -0.9% | -31.8% | -32.5% |
| YTD | -33.0% | +8.2% | -41.1% | -34.9% |
| 1Y | -49.5% | +13.4% | -63.0% | -51.7% |
| All | -55.2% | +74.3% | -129.4% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling