-55.2%
CELH vs GLDM
+130.1%
-185.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -7.0% | -0.5% | -6.5% | -6.9% |
| 30D | +5.2% | +4.4% | +0.8% | +4.1% |
| 3M | +10.5% | -1.1% | +11.5% | +10.5% |
| 6M | -32.7% | -13.7% | -19.1% | -30.4% |
| YTD | -33.0% | +2.8% | -35.7% | -33.8% |
| 1Y | -49.5% | +24.8% | -74.4% | -52.5% |
| All | -55.2% | +130.1% | -185.3% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling