+206.1%
GLD vs CELH
+4,466.2%
-4,260.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -4.6% | +0.8% | -5.4% | -4.6% |
| 30D | -5.5% | +19.3% | -24.8% | -5.8% |
| 3M | -10.9% | +12.6% | -23.6% | -11.1% |
| 6M | -17.4% | +16.4% | -33.8% | -17.7% |
| YTD | -10.3% | -29.1% | +18.8% | -10.0% |
| 1Y | -7.2% | -26.3% | +19.2% | -6.9% |
| 3Y | +96.9% | -40.1% | +137.0% | +96.7% |
| 5Y | +103.8% | +16.7% | +87.1% | +101.2% |
| All | +206.1% | +4,466.2% | -4,260.1% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling