-36.2%
CELH vs GTLB
+88.3%
-124.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.1% |
| 7D | -11.7% | -6.6% | -5.1% | -10.4% |
| 30D | +1.6% | +13.7% | -12.2% | -1.4% |
| 3M | -2.0% | +52.9% | -54.9% | -9.6% |
| 6M | -36.2% | +88.5% | -124.7% | -42.3% |
| All | -36.2% | +88.3% | -124.5% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 6mo: compounded portfolio wealth divided by compounded GTLB 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…
6mo analysis · Full analysis span regression · 6 months rolling