+59.7%
GDXJ vs CELH
-50.1%
+109.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.1% |
| 7D | +0.2% | -7.0% | +7.2% | +1.1% |
| 30D | +17.9% | +5.2% | +12.7% | +16.2% |
| 3M | +15.3% | +10.5% | +4.8% | +13.3% |
| 6M | -9.4% | -32.7% | +23.3% | -6.2% |
| YTD | +13.4% | -33.0% | +46.4% | +18.2% |
| 1Y | +59.7% | -49.5% | +109.2% | +67.1% |
| All | +59.7% | -50.1% | +109.8% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling