-48.4%
CELH vs GFS
+15.5%
-63.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.5% | +2.5% |
| 7D | +9.9% | -12.5% | +22.4% | +9.7% |
| 30D | +11.7% | -16.9% | +28.7% | +11.5% |
| 3M | +4.1% | -22.3% | +26.4% | +4.1% |
| 6M | -8.4% | -40.2% | +31.8% | -11.9% |
| YTD | -32.8% | +16.0% | -48.8% | -50.4% |
| 1Y | -48.4% | +17.7% | -66.0% | -64.0% |
| All | -48.4% | +15.5% | -63.9% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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