-59.1%
CELH vs GFS
-19.7%
-39.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | +0.1% | +1.9% |
| 7D | -11.2% | +3.8% | -15.1% | -11.8% |
| 30D | -1.4% | -11.7% | +10.3% | +0.5% |
| 3M | -4.2% | -41.8% | +37.6% | +3.7% |
| 6M | -40.5% | +6.6% | -47.1% | -45.6% |
| YTD | -40.5% | +34.6% | -75.1% | -50.0% |
| 1Y | -53.0% | +46.2% | -99.2% | -61.4% |
| 3Y | -59.1% | -20.3% | -38.7% | -60.2% |
| All | -59.1% | -19.7% | -39.3% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling