+143.1%
CELH vs GPC
+380.9%
-237.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +19.3% | -6.3% | +25.6% | +22.4% |
| 3M | +12.6% | -8.2% | +20.8% | +16.5% |
| 6M | +16.4% | +27.1% | -10.7% | +4.1% |
| YTD | -29.1% | +3.1% | -32.2% | -31.6% |
| 1Y | -26.3% | +0.1% | -26.4% | -28.0% |
| 3Y | -40.1% | +0.2% | -40.3% | -43.8% |
| 5Y | +16.7% | +4.9% | +11.8% | +8.6% |
| 10Y | +4,466.2% | +75.2% | +4,391.0% | +3,205.4% |
| All | +143.1% | +380.9% | -237.7% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling