-53.0%
CELH vs GFI
+26.4%
-79.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | -11.2% | -4.9% | -6.4% | -10.6% |
| 30D | -1.4% | +10.7% | -12.2% | -2.8% |
| 3M | -4.2% | +25.6% | -29.8% | -6.8% |
| 6M | -40.5% | -8.3% | -32.2% | -40.6% |
| YTD | -40.5% | +6.3% | -46.8% | -41.6% |
| 1Y | -53.0% | +22.1% | -75.1% | -53.8% |
| All | -53.0% | +26.4% | -79.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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