-1.7%
CELH vs GGLL
+210.8%
-212.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | +0.8% | +7.7% | -6.9% | -0.5% |
| 30D | +19.3% | -30.2% | +49.5% | +25.9% |
| 3M | +12.6% | -31.3% | +43.9% | +19.0% |
| 6M | +16.4% | -52.1% | +68.5% | +29.7% |
| YTD | -29.1% | -25.9% | -3.3% | -28.2% |
| 1Y | -26.3% | -8.5% | -17.9% | -28.5% |
| 3Y | -40.1% | +165.5% | -205.7% | -58.3% |
| All | -1.7% | +210.8% | -212.5% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling