+296.0%
GDX vs CELH
+3,788.6%
-3,492.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.0% |
| 7D | -2.2% | -11.2% | +9.0% | -1.6% |
| 30D | +6.8% | -1.4% | +8.2% | +6.8% |
| 3M | +24.9% | -4.2% | +29.1% | +25.0% |
| 6M | -4.2% | -40.5% | +36.3% | -2.1% |
| YTD | +13.2% | -40.5% | +53.7% | +15.6% |
| 1Y | +40.2% | -53.0% | +93.2% | +44.4% |
| 3Y | +249.6% | -59.1% | +308.6% | +256.4% |
| 5Y | +230.4% | -10.7% | +241.1% | +219.9% |
| All | +296.0% | +3,788.6% | -3,492.6% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling