+6,432.8%
CELH vs GDDY
+390.3%
+6,042.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +1.6% |
| 7D | -11.2% | -3.2% | -8.0% | -10.3% |
| 30D | -1.4% | +6.8% | -8.3% | -4.1% |
| 3M | -4.2% | +30.5% | -34.6% | -14.4% |
| 6M | -40.5% | +13.3% | -53.8% | -44.6% |
| YTD | -40.5% | -21.0% | -19.5% | -37.5% |
| 1Y | -53.0% | -34.0% | -19.0% | -47.3% |
| 3Y | -59.1% | +33.1% | -92.1% | -66.7% |
| 5Y | -10.7% | +30.3% | -41.0% | -25.0% |
| 10Y | +3,788.6% | +205.5% | +3,583.1% | +3,041.4% |
| All | +6,432.8% | +390.3% | +6,042.4% | +4,968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling