+139.3%
GS vs CELH
-11.5%
+150.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -1.0% |
| 7D | -3.2% | +10.4% | -13.7% | -4.1% |
| 30D | -2.4% | +19.5% | -21.9% | -4.1% |
| 3M | -15.7% | +35.3% | -51.0% | -18.4% |
| 6M | -6.8% | -2.0% | -4.8% | -7.5% |
| YTD | -0.1% | -29.7% | +29.6% | +2.1% |
| 1Y | +12.1% | -28.6% | +40.7% | +14.2% |
| 3Y | +185.8% | -45.5% | +231.2% | +188.3% |
| All | +139.3% | -11.5% | +150.8% | +105.4% |
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