+188.9%
GS vs CELH
+3.8%
+185.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.1% |
| 7D | +3.4% | -3.8% | +7.2% | +3.8% |
| 30D | +0.2% | +6.4% | -6.3% | -0.5% |
| 3M | -0.3% | +5.6% | -5.9% | -1.3% |
| 6M | +27.4% | -31.1% | +58.5% | +30.8% |
| YTD | +19.6% | -35.4% | +55.0% | +23.4% |
| 1Y | +42.5% | -46.9% | +89.3% | +48.8% |
| 3Y | +240.4% | -56.0% | +296.5% | +251.5% |
| 5Y | +188.9% | +1.2% | +187.7% | +139.1% |
| All | +188.9% | +3.8% | +185.1% | +139.1% |
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 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