+42.5%
GS vs CELH
-49.5%
+92.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | 0.0% |
| 7D | +3.4% | -3.8% | +7.2% | +3.6% |
| 30D | +0.2% | +6.4% | -6.3% | -0.3% |
| 3M | -0.3% | +5.6% | -5.9% | -0.8% |
| 6M | +27.4% | -31.1% | +58.5% | +30.8% |
| YTD | +19.6% | -35.4% | +55.0% | +22.9% |
| 1Y | +42.5% | -46.9% | +89.3% | +48.1% |
| All | +42.5% | -49.5% | +92.0% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling