-58.4%
CELH vs GPC
-1.1%
-57.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.7% |
| 7D | -11.7% | -0.6% | -11.0% | -11.5% |
| 30D | +1.6% | +1.3% | +0.3% | +1.3% |
| 3M | -2.0% | +37.1% | -39.1% | -8.7% |
| 6M | -36.2% | +23.2% | -59.4% | -39.3% |
| YTD | -39.6% | +13.1% | -52.6% | -41.9% |
| 1Y | -50.7% | +0.9% | -51.5% | -51.3% |
| All | -58.4% | -1.1% | -57.4% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling