-59.1%
CELH vs GPN
-27.4%
-31.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -4.3% | -6.9% | -10.1% |
| 30D | -1.4% | 0.0% | -1.5% | -1.4% |
| 3M | -4.2% | +35.8% | -40.0% | -11.9% |
| 6M | -40.5% | +22.0% | -62.5% | -44.0% |
| YTD | -40.5% | +15.2% | -55.7% | -43.4% |
| 1Y | -53.0% | +3.5% | -56.5% | -54.0% |
| 3Y | -59.1% | -26.9% | -32.1% | -53.6% |
| All | -59.1% | -27.4% | -31.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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