+1,203.7%
GILD vs CELH
+240.2%
+963.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.8% |
| 7D | -4.8% | -11.2% | +6.4% | -4.7% |
| 30D | +5.8% | -1.4% | +7.2% | +5.8% |
| 3M | +14.9% | -4.2% | +19.1% | +14.9% |
| 6M | -0.4% | -40.5% | +40.1% | +0.3% |
| YTD | +18.5% | -40.5% | +59.0% | +19.2% |
| 1Y | +25.1% | -53.0% | +78.1% | +26.2% |
| 3Y | +105.9% | -59.1% | +164.9% | +107.0% |
| 5Y | +143.0% | -10.7% | +153.7% | +140.1% |
| 10Y | +162.4% | +3,788.6% | -3,626.2% | +145.3% |
| All | +1,203.7% | +240.2% | +963.5% | +1,004.1% |
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 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