-23.8%
CELH vs GEHC
+2.1%
-25.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -11.2% | -7.2% | -4.1% | -9.3% |
| 30D | -1.4% | -11.6% | +10.1% | +2.1% |
| 3M | -4.2% | -0.8% | -3.3% | -4.1% |
| 6M | -40.5% | -11.9% | -28.6% | -38.6% |
| YTD | -40.5% | -21.9% | -18.5% | -36.4% |
| 1Y | -53.0% | -17.8% | -35.2% | -50.7% |
| 3Y | -59.1% | -3.5% | -55.5% | -60.6% |
| All | -23.8% | +2.1% | -25.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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