+7.1%
CELH vs GD
+97.9%
-90.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.1% |
| 7D | -7.0% | -5.3% | -1.8% | -4.4% |
| 30D | +5.2% | -6.4% | +11.6% | +8.6% |
| 3M | +10.5% | +5.7% | +4.8% | +7.2% |
| 6M | -32.7% | -0.9% | -31.8% | -32.6% |
| YTD | -33.0% | +8.2% | -41.1% | -36.3% |
| 1Y | -49.5% | +13.4% | -63.0% | -53.2% |
| 3Y | -52.6% | +68.5% | -121.1% | -67.0% |
| All | +7.1% | +97.9% | -90.8% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling