+104.1%
CELH vs GPN
+394.4%
-290.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -11.2% | -4.6% | -6.6% | -9.7% |
| 30D | -1.4% | -0.3% | -1.2% | -1.3% |
| 3M | -4.2% | +35.4% | -39.6% | -14.1% |
| 6M | -40.5% | +21.7% | -62.1% | -44.9% |
| YTD | -40.5% | +14.9% | -55.4% | -44.4% |
| 1Y | -53.0% | +3.2% | -56.2% | -54.4% |
| 3Y | -59.1% | -27.1% | -31.9% | -56.4% |
| 5Y | -10.7% | -44.4% | +33.7% | +2.9% |
| 10Y | +3,788.6% | +27.0% | +3,761.6% | +3,597.3% |
| All | +104.1% | +394.4% | -290.2% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling