+40.2%
GDX vs NCLH
-42.7%
+82.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -2.2% | -4.8% | +2.6% | -1.4% |
| 30D | +6.8% | -21.7% | +28.4% | +11.0% |
| 3M | +24.9% | -22.2% | +47.2% | +29.0% |
| 6M | -4.2% | -27.5% | +23.3% | -1.4% |
| YTD | +13.2% | -33.6% | +46.8% | +17.1% |
| 1Y | +40.2% | -45.0% | +85.2% | +50.7% |
| All | +40.2% | -42.7% | +82.9% | +50.7% |
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