+285.7%
GDXJ vs CELH
-60.2%
+345.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.8% |
| 7D | -2.8% | -11.2% | +8.4% | -1.6% |
| 30D | +5.0% | -1.4% | +6.4% | +5.2% |
| 3M | +24.1% | -4.2% | +28.2% | +24.1% |
| 6M | -7.4% | -40.5% | +33.1% | -3.3% |
| YTD | +10.2% | -40.5% | +50.7% | +15.1% |
| 1Y | +42.5% | -53.0% | +95.5% | +51.0% |
| 3Y | +285.7% | -59.1% | +344.8% | +293.2% |
| All | +285.7% | -60.2% | +345.9% | +293.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling