+140.0%
GLD vs CELH
-4.4%
+144.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.0% |
| 7D | +0.1% | -11.7% | +11.8% | +0.3% |
| 30D | +0.2% | +1.6% | -1.4% | +0.2% |
| 3M | +3.2% | -2.0% | +5.2% | +3.2% |
| 6M | -14.6% | -36.2% | +21.5% | -14.2% |
| YTD | +1.8% | -39.6% | +41.3% | +2.3% |
| 1Y | +20.7% | -50.7% | +71.4% | +21.5% |
| 3Y | +126.5% | -58.9% | +185.4% | +126.6% |
| 5Y | +140.0% | -5.4% | +145.4% | +142.8% |
| All | +140.0% | -4.4% | +144.4% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling