-16.2%
CELH vs GGLL
+309.0%
-325.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -2.0% | -5.7% |
| 7D | -11.7% | -3.9% | -7.8% | -11.0% |
| 30D | +1.6% | -15.4% | +16.9% | +4.6% |
| 3M | -2.0% | -21.9% | +19.9% | +1.6% |
| 6M | -36.2% | +4.5% | -40.7% | -38.2% |
| YTD | -39.6% | -2.4% | -37.2% | -40.9% |
| 1Y | -50.7% | +57.8% | -108.5% | -56.3% |
| 3Y | -58.9% | +227.2% | -286.1% | -71.8% |
| All | -16.2% | +309.0% | -325.2% | -49.5% |
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