-7.0%
CELH vs GGLL
+328.7%
-335.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.6% |
| 7D | -7.0% | -4.8% | -2.3% | -6.2% |
| 30D | +5.2% | -13.7% | +18.9% | +7.9% |
| 3M | +10.5% | -21.9% | +32.3% | +14.4% |
| 6M | -32.7% | +11.7% | -44.4% | -35.6% |
| YTD | -33.0% | +2.3% | -35.2% | -35.1% |
| 1Y | -49.5% | +76.2% | -125.7% | -56.2% |
| 3Y | -52.6% | +245.0% | -297.6% | -67.9% |
| All | -7.0% | +328.7% | -335.7% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling