+213.6%
GDX vs CELH
+245.5%
-31.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.2% |
| 7D | +1.9% | -11.7% | +13.5% | +2.2% |
| 30D | +9.9% | +1.6% | +8.3% | +9.9% |
| 3M | +28.2% | -2.0% | +30.2% | +28.1% |
| 6M | -2.9% | -36.2% | +33.3% | -2.1% |
| YTD | +16.0% | -39.6% | +55.5% | +17.1% |
| 1Y | +49.9% | -50.7% | +100.6% | +51.8% |
| 3Y | +263.6% | -58.9% | +322.4% | +266.9% |
| 5Y | +233.6% | -5.4% | +239.0% | +227.4% |
| 10Y | +315.3% | +3,848.6% | -3,533.2% | +270.5% |
| All | +213.6% | +245.5% | -31.9% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling