-5.4%
CELH vs GPC
+30.9%
-36.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.9% |
| 7D | -11.7% | -0.6% | -11.0% | -11.4% |
| 30D | +1.6% | +1.3% | +0.3% | +1.1% |
| 3M | -2.0% | +37.1% | -39.1% | -15.8% |
| 6M | -36.2% | +23.2% | -59.4% | -42.5% |
| YTD | -39.6% | +13.1% | -52.6% | -44.4% |
| 1Y | -50.7% | +0.9% | -51.5% | -51.8% |
| 3Y | -58.9% | -0.8% | -58.1% | -61.7% |
| 5Y | -5.4% | +31.1% | -36.5% | -35.7% |
| All | -5.4% | +30.9% | -36.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling