+185.8%
GS vs CELH
-46.3%
+232.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -0.8% |
| 7D | -3.2% | +10.4% | -13.7% | -3.8% |
| 30D | -2.4% | +19.5% | -21.9% | -3.5% |
| 3M | -15.7% | +35.3% | -51.0% | -17.5% |
| 6M | -6.8% | -2.0% | -4.8% | -7.1% |
| YTD | -0.1% | -29.7% | +29.6% | +1.5% |
| 1Y | +12.1% | -28.6% | +40.7% | +13.6% |
| 3Y | +185.8% | -45.5% | +231.2% | +186.0% |
| All | +185.8% | -46.3% | +232.0% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling