+3,733.8%
CELH vs GDDY
+207.2%
+3,526.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +1.4% |
| 7D | -11.2% | -3.2% | -8.0% | -10.1% |
| 30D | -1.4% | +6.8% | -8.3% | -4.9% |
| 3M | -4.2% | +30.5% | -34.6% | -17.1% |
| 6M | -40.5% | +13.3% | -53.8% | -45.9% |
| YTD | -40.5% | -21.0% | -19.5% | -36.7% |
| 1Y | -53.0% | -34.0% | -19.0% | -45.5% |
| 3Y | -59.1% | +33.1% | -92.1% | -69.6% |
| 5Y | -10.7% | +30.3% | -41.0% | -31.3% |
| All | +3,733.8% | +207.2% | +3,526.6% | +2,727.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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