-10.4%
CELH vs GTLB
-50.8%
+40.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.0% |
| 7D | -11.7% | -6.6% | -5.1% | -10.0% |
| 30D | +1.6% | +13.7% | -12.2% | -2.4% |
| 3M | -2.0% | +52.9% | -54.9% | -13.4% |
| 6M | -36.2% | +88.5% | -124.7% | -47.7% |
| YTD | -39.6% | +23.4% | -63.0% | -44.9% |
| 1Y | -50.7% | -3.8% | -46.9% | -52.2% |
| 3Y | -58.9% | -11.5% | -47.4% | -63.5% |
| All | -10.4% | -50.8% | +40.5% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling