-59.1%
CELH vs GRMN
+189.8%
-248.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.2% |
| 7D | -11.2% | +2.0% | -13.3% | -11.7% |
| 30D | -1.4% | -8.8% | +7.4% | +0.9% |
| 3M | -4.2% | +19.0% | -23.2% | -9.0% |
| 6M | -40.5% | +20.7% | -61.2% | -43.9% |
| YTD | -40.5% | +40.5% | -81.0% | -46.7% |
| 1Y | -53.0% | +19.1% | -72.1% | -55.8% |
| 3Y | -59.1% | +182.7% | -241.8% | -70.3% |
| All | -59.1% | +189.8% | -248.9% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling