-6.1%
CELH vs GIS
-25.1%
+19.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -11.2% | -6.4% | -4.8% | -9.1% |
| 30D | -1.4% | -6.1% | +4.7% | +0.8% |
| 3M | -4.2% | +7.8% | -12.0% | -6.4% |
| 6M | -40.5% | -8.8% | -31.7% | -38.9% |
| YTD | -40.5% | -19.1% | -21.4% | -37.3% |
| 1Y | -53.0% | -24.8% | -28.2% | -49.5% |
| 3Y | -59.1% | -37.6% | -21.5% | -53.5% |
| All | -6.1% | -25.1% | +19.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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