-49.5%
CELH vs GME
-15.8%
-33.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -7.0% | +7.2% | -14.3% | -7.7% |
| 30D | +5.2% | +0.8% | +4.4% | +5.1% |
| 3M | +10.5% | -14.0% | +24.5% | +12.4% |
| 6M | -32.7% | -19.7% | -13.0% | -31.6% |
| YTD | -33.0% | -4.6% | -28.4% | -34.2% |
| 1Y | -49.5% | -14.3% | -35.2% | -49.5% |
| All | -49.5% | -15.8% | -33.7% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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