-59.1%
CELH vs GFI
+287.6%
-346.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | -11.2% | -4.9% | -6.4% | -10.7% |
| 30D | -1.4% | +10.7% | -12.2% | -2.7% |
| 3M | -4.2% | +25.6% | -29.8% | -6.8% |
| 6M | -40.5% | -8.3% | -32.2% | -40.5% |
| YTD | -40.5% | +6.3% | -46.8% | -41.7% |
| 1Y | -53.0% | +22.1% | -75.1% | -55.0% |
| 3Y | -59.1% | +289.2% | -348.2% | -68.8% |
| All | -59.1% | +287.6% | -346.7% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling