+3,733.8%
CELH vs GRMN
+677.8%
+3,056.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | 0.0% |
| 7D | -11.2% | +2.4% | -13.7% | -12.3% |
| 30D | -1.4% | -8.5% | +7.0% | +3.2% |
| 3M | -4.2% | +19.5% | -23.6% | -14.2% |
| 6M | -40.5% | +21.2% | -61.7% | -47.6% |
| YTD | -40.5% | +41.0% | -81.5% | -52.4% |
| 1Y | -53.0% | +19.6% | -72.6% | -58.8% |
| 3Y | -59.1% | +183.8% | -242.8% | -81.2% |
| 5Y | -10.7% | +83.0% | -93.7% | -46.8% |
| All | +3,733.8% | +677.8% | +3,056.0% | +1,406.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling