+130.0%
CELH vs GD
+603.1%
-473.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.2% |
| 7D | -7.0% | -5.3% | -1.8% | -4.6% |
| 30D | +5.2% | -6.4% | +11.6% | +8.4% |
| 3M | +10.5% | +5.7% | +4.8% | +7.4% |
| 6M | -32.7% | -0.9% | -31.8% | -32.7% |
| YTD | -33.0% | +8.2% | -41.1% | -36.0% |
| 1Y | -49.5% | +13.4% | -63.0% | -52.9% |
| 3Y | -52.6% | +68.5% | -121.1% | -64.1% |
| 5Y | +5.2% | +97.2% | -91.9% | -25.6% |
| 10Y | +4,178.1% | +190.2% | +3,987.9% | +2,368.3% |
| All | +130.0% | +603.1% | -473.2% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling