+24.8%
GDX vs NCLH
-8.8%
+33.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.8% | +2.2% | +7.7% |
| 7D | +0.8% | +15.8% | -15.1% | -2.1% |
| 30D | -3.2% | +25.1% | -28.3% | -7.3% |
| 3M | +8.6% | -7.3% | +15.9% | +9.5% |
| 6M | -1.2% | +8.1% | -9.4% | -4.6% |
| YTD | -1.4% | -16.7% | +15.3% | -2.3% |
| 1Y | +24.8% | -1.0% | +25.8% | +20.2% |
| All | +24.8% | -8.8% | +33.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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