+72.7%
GDXJ vs CELH
+951.2%
-878.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.9% |
| 7D | -6.2% | -15.8% | +9.5% | -5.7% |
| 30D | +4.6% | -5.2% | +9.8% | +4.8% |
| 3M | +31.3% | -6.1% | +37.4% | +31.4% |
| 6M | -10.7% | -40.9% | +30.2% | -9.5% |
| YTD | +9.1% | -41.8% | +50.8% | +10.5% |
| 1Y | +44.1% | -52.6% | +96.8% | +46.6% |
| 3Y | +285.4% | -60.4% | +345.8% | +290.3% |
| 5Y | +228.4% | -12.6% | +241.0% | +222.5% |
| 10Y | +226.5% | +3,704.3% | -3,477.7% | +192.1% |
| All | +72.7% | +951.2% | -878.5% | +44.4% |
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 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