+572.7%
GS vs CELH
+283.2%
+289.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.2% |
| 7D | +0.9% | -7.0% | +8.0% | +1.1% |
| 30D | -1.6% | +5.2% | -6.8% | -1.8% |
| 3M | -4.5% | +10.5% | -15.0% | -4.9% |
| 6M | +20.9% | -32.7% | +53.6% | +21.9% |
| YTD | +19.9% | -33.0% | +52.9% | +20.9% |
| 1Y | +41.4% | -49.5% | +91.0% | +43.5% |
| 3Y | +239.2% | -52.6% | +291.8% | +241.5% |
| 5Y | +185.0% | +5.2% | +179.8% | +177.5% |
| 10Y | +655.0% | +4,178.1% | -3,523.2% | +562.9% |
| All | +572.7% | +283.2% | +289.5% | +383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling