+107.3%
CELH vs GME
+322.6%
-215.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.3% | -11.8% | -6.9% |
| 7D | -11.7% | +4.8% | -16.5% | -12.0% |
| 30D | +1.6% | +5.9% | -4.3% | +1.1% |
| 3M | -2.0% | -10.7% | +8.8% | -1.2% |
| 6M | -36.2% | -19.8% | -16.4% | -35.3% |
| YTD | -39.6% | -0.9% | -38.6% | -39.8% |
| 1Y | -50.7% | -15.7% | -35.0% | -50.3% |
| 3Y | -58.9% | +12.3% | -71.2% | -62.7% |
| 5Y | -5.4% | -60.1% | +54.7% | -10.8% |
| 10Y | +3,848.6% | +265.3% | +3,583.3% | +2,400.7% |
| All | +107.3% | +322.6% | -215.3% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling