+326.3%
GDX vs NCLH
-53.4%
+379.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -6.8% | +0.2% | -7.0% | -6.8% |
| 30D | -2.1% | +20.8% | -22.9% | -3.7% |
| 3M | -7.5% | -8.1% | +0.6% | -7.0% |
| 6M | -15.2% | +11.8% | -27.0% | -16.2% |
| YTD | -4.8% | -19.5% | +14.7% | -4.0% |
| 1Y | +6.7% | -3.2% | +10.0% | +6.1% |
| 3Y | +212.7% | +37.1% | +175.6% | +196.9% |
| 5Y | +151.7% | -29.9% | +181.6% | +143.8% |
| All | +326.3% | -53.4% | +379.6% | +248.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling