+25.1%
CELH vs GLDM
+107.1%
-82.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | +0.8% | -4.6% | +5.4% | +1.9% |
| 30D | +19.3% | -5.5% | +24.8% | +20.7% |
| 3M | +12.6% | -10.9% | +23.5% | +15.5% |
| 6M | +16.4% | -17.3% | +33.7% | +20.6% |
| YTD | -29.1% | -10.2% | -19.0% | -27.4% |
| 1Y | -26.3% | -6.9% | -19.4% | -25.0% |
| 3Y | -40.1% | +98.7% | -138.8% | -45.0% |
| All | +25.1% | +107.1% | -82.0% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling