+1,784.8%
CELH vs GLDM
+248.1%
+1,536.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +10.5% | -1.1% | +11.5% | +10.6% |
| 6M | -32.7% | -13.7% | -19.1% | -30.5% |
| YTD | -33.0% | +2.8% | -35.7% | -33.7% |
| 1Y | -49.5% | +24.8% | -74.4% | -52.4% |
| 3Y | -52.6% | +127.8% | -180.5% | -62.0% |
| 5Y | +5.2% | +141.1% | -135.9% | -19.0% |
| All | +1,784.8% | +248.1% | +1,536.7% | +1,457.5% |
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 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