+3,733.8%
CELH vs GME
+285.6%
+3,448.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.0% |
| 7D | -11.2% | +10.4% | -21.6% | -11.8% |
| 30D | -1.4% | +14.1% | -15.5% | -2.3% |
| 3M | -4.2% | -4.6% | +0.5% | -3.9% |
| 6M | -40.5% | -13.5% | -26.9% | -40.1% |
| YTD | -40.5% | +5.3% | -45.8% | -40.9% |
| 1Y | -53.0% | -14.9% | -38.1% | -52.7% |
| 3Y | -59.1% | +24.3% | -83.3% | -62.4% |
| 5Y | -10.7% | -55.6% | +44.9% | -15.8% |
| All | +3,733.8% | +285.6% | +3,448.2% | +2,721.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling