+1,877.0%
CELH vs GLDM
+219.1%
+1,658.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.9% | +7.3% |
| 7D | +10.4% | +4.7% | +5.8% | +9.1% |
| 30D | +19.5% | -0.9% | +20.3% | +19.6% |
| 3M | +35.3% | -4.3% | +39.6% | +36.9% |
| 6M | -2.0% | -13.4% | +11.4% | +1.3% |
| YTD | -29.7% | -5.8% | -23.9% | -29.0% |
| 1Y | -28.6% | +2.1% | -30.7% | -29.3% |
| 3Y | -45.5% | +105.0% | -150.5% | -55.0% |
| 5Y | -10.7% | +122.5% | -133.2% | -30.0% |
| All | +1,877.0% | +219.1% | +1,658.0% | +1,568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling