-48.4%
CELH vs GLDM
+2.8%
-51.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.4% |
| 7D | +9.9% | -0.3% | +10.2% | +9.9% |
| 30D | +11.7% | -1.9% | +13.6% | +12.3% |
| 3M | +4.1% | -0.4% | +4.5% | +4.6% |
| 6M | -8.4% | -10.1% | +1.7% | -5.9% |
| YTD | -32.8% | -5.8% | -26.9% | -36.7% |
| 1Y | -48.4% | +3.1% | -51.5% | -62.4% |
| All | -48.4% | +2.8% | -51.1% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling