-56.0%
CELH vs GGLL
+247.9%
-303.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -3.8% | +1.9% | -5.6% | -4.0% |
| 30D | +6.4% | -9.7% | +16.2% | +7.8% |
| 3M | +5.6% | -18.0% | +23.6% | +7.7% |
| 6M | -31.1% | +15.3% | -46.4% | -33.7% |
| YTD | -35.4% | +2.2% | -37.6% | -37.0% |
| 1Y | -46.9% | +73.1% | -120.0% | -51.8% |
| 3Y | -56.0% | +242.7% | -298.7% | -67.2% |
| All | -56.0% | +247.9% | -303.9% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling