-25.5%
CELH vs GLDM
+1.2%
-26.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.6% |
| 7D | +10.8% | +5.0% | +5.8% | +9.1% |
| 30D | +16.1% | -1.3% | +17.4% | +16.5% |
| 3M | +19.5% | -4.7% | +24.2% | +21.2% |
| 6M | +2.8% | -12.4% | +15.2% | +6.0% |
| YTD | -27.4% | -4.1% | -23.4% | -27.6% |
| All | -25.5% | +1.2% | -26.8% | -32.4% |
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