+226.7%
GDX vs CELH
-9.3%
+236.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -3.2% |
| 7D | -5.4% | -15.8% | +10.4% | -4.2% |
| 30D | +6.6% | -5.2% | +11.8% | +7.0% |
| 3M | +30.1% | -6.1% | +36.2% | +30.3% |
| 6M | -7.1% | -40.9% | +33.8% | -4.3% |
| YTD | +12.0% | -41.8% | +53.7% | +15.4% |
| 1Y | +41.2% | -52.6% | +93.8% | +46.7% |
| 3Y | +251.0% | -60.4% | +311.4% | +261.3% |
| 5Y | +226.7% | -12.6% | +239.4% | +213.4% |
| All | +226.7% | -9.3% | +236.1% | +213.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling