+121.7%
CELH vs GSK
+130.1%
-8.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.6% |
| 7D | -3.8% | -4.2% | +0.4% | -2.2% |
| 30D | +6.4% | -7.5% | +14.0% | +9.6% |
| 3M | +5.6% | -3.3% | +8.9% | +6.6% |
| 6M | -31.1% | -9.3% | -21.8% | -29.0% |
| YTD | -35.4% | +1.6% | -37.0% | -36.5% |
| 1Y | -46.9% | +25.5% | -72.4% | -52.2% |
| 3Y | -56.0% | +49.3% | -105.3% | -63.8% |
| 5Y | +1.2% | +46.7% | -45.4% | -17.8% |
| 10Y | +4,043.9% | +76.8% | +3,967.1% | +2,983.4% |
| All | +121.7% | +130.1% | -8.4% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling