+258.1%
GDX vs NCLH
-10.5%
+268.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.4% |
| 7D | +1.9% | -4.6% | +6.5% | +2.3% |
| 30D | +9.9% | -19.9% | +29.9% | +12.2% |
| 3M | +28.2% | -22.0% | +50.2% | +30.7% |
| 6M | -2.9% | -28.3% | +25.4% | -0.8% |
| YTD | +16.0% | -33.5% | +49.4% | +18.7% |
| 1Y | +49.9% | -41.5% | +91.3% | +54.2% |
| All | +258.1% | -10.5% | +268.6% | +241.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling