-53.0%
CELH vs GME
-11.9%
-41.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.9% |
| 7D | -11.2% | +10.4% | -21.6% | -11.9% |
| 30D | -1.4% | +14.1% | -15.5% | -2.5% |
| 3M | -4.2% | -4.6% | +0.5% | -3.2% |
| 6M | -40.5% | -13.5% | -26.9% | -39.6% |
| YTD | -40.5% | +5.3% | -45.8% | -42.3% |
| 1Y | -53.0% | -14.9% | -38.1% | -53.5% |
| All | -53.0% | -11.9% | -41.1% | -53.5% |
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