-53.0%
CELH vs GDDY
-32.7%
-20.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +2.0% |
| 7D | -11.2% | -3.2% | -8.0% | -10.8% |
| 30D | -1.4% | +6.8% | -8.3% | -2.3% |
| 3M | -4.2% | +30.5% | -34.6% | -7.2% |
| 6M | -40.5% | +13.3% | -53.8% | -42.0% |
| YTD | -40.5% | -21.0% | -19.5% | -42.9% |
| 1Y | -53.0% | -34.0% | -19.0% | -55.7% |
| All | -53.0% | -32.7% | -20.3% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling