-52.6%
CELH vs GGLL
+60.5%
-113.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.8% |
| 7D | -15.8% | -5.8% | -10.0% | -15.0% |
| 30D | -5.2% | -7.2% | +2.0% | -4.1% |
| 3M | -6.1% | -17.5% | +11.4% | -4.0% |
| 6M | -40.9% | +5.1% | -45.9% | -43.7% |
| YTD | -41.8% | -1.3% | -40.4% | -44.7% |
| 1Y | -52.6% | +60.2% | -112.8% | -55.0% |
| All | -52.6% | +60.5% | -113.1% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling