+1,931.1%
CELH vs GLDM
+212.7%
+1,718.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | +7.4% | -2.0% | +9.4% | +8.0% |
| 30D | +16.4% | -4.4% | +20.8% | +17.6% |
| 3M | +17.6% | -8.8% | +26.5% | +20.4% |
| 6M | +7.8% | -15.9% | +23.7% | +12.2% |
| YTD | -27.8% | -7.7% | -20.1% | -26.7% |
| 1Y | -24.4% | -3.6% | -20.8% | -24.1% |
| 3Y | -42.5% | +105.2% | -147.8% | -52.6% |
| 5Y | +1.4% | +112.8% | -111.3% | -19.3% |
| All | +1,931.1% | +212.7% | +1,718.4% | +1,623.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling