-48.4%
CELH vs GSK
+14.9%
-63.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.5% | +1.8% |
| 7D | +9.9% | +4.9% | +5.0% | +9.0% |
| 30D | +11.7% | +9.9% | +1.9% | +10.2% |
| 3M | +4.1% | +0.2% | +3.9% | +3.9% |
| 6M | -8.4% | +2.3% | -10.7% | -8.4% |
| YTD | -32.8% | +7.1% | -39.8% | -31.7% |
| 1Y | -48.4% | +13.1% | -61.5% | -47.4% |
| All | -48.4% | +14.9% | -63.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling