+1,717.2%
CELH vs GLDM
+242.2%
+1,475.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.1% |
| 7D | -3.8% | +0.7% | -4.5% | -3.9% |
| 30D | +6.4% | +0.3% | +6.1% | +6.4% |
| 3M | +5.6% | +0.7% | +4.9% | +5.4% |
| 6M | -31.1% | -15.4% | -15.7% | -28.5% |
| YTD | -35.4% | +1.0% | -36.4% | -35.8% |
| 1Y | -46.9% | +19.7% | -66.6% | -49.3% |
| 3Y | -56.0% | +126.5% | -182.5% | -64.6% |
| 5Y | +1.2% | +142.5% | -141.3% | -22.4% |
| All | +1,717.2% | +242.2% | +1,475.0% | +1,408.5% |
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