+107.3%
CELH vs GIS
+154.8%
-47.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -6.0% |
| 7D | -11.7% | -8.6% | -3.1% | -9.2% |
| 30D | +1.6% | -0.5% | +2.0% | +1.8% |
| 3M | -2.0% | +11.9% | -13.8% | -5.1% |
| 6M | -36.2% | -11.6% | -24.6% | -34.0% |
| YTD | -39.6% | -16.3% | -23.2% | -36.8% |
| 1Y | -50.7% | -21.8% | -28.9% | -47.6% |
| 3Y | -58.9% | -35.7% | -23.2% | -53.9% |
| 5Y | -5.4% | -22.9% | +17.5% | -0.1% |
| 10Y | +3,848.6% | -16.8% | +3,865.4% | +3,876.2% |
| All | +107.3% | +154.8% | -47.5% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling