-0.5%
CELH vs GGLL
+194.0%
-194.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +9.4% | +5.1% | +4.3% | +8.5% |
| 30D | +14.8% | -35.5% | +50.3% | +22.8% |
| 3M | +20.5% | -39.2% | +59.7% | +30.0% |
| 6M | +1.6% | -54.4% | +56.0% | +14.1% |
| YTD | -28.3% | -29.8% | +1.6% | -26.6% |
| 1Y | -26.4% | -20.4% | -6.0% | -26.7% |
| 3Y | -43.0% | +149.7% | -192.7% | -59.8% |
| All | -0.5% | +194.0% | -194.6% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling