+148.6%
GDX vs NCLH
-38.0%
+186.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | -6.5% | +6.1% | 0.0% |
| 30D | +18.6% | -23.3% | +41.9% | +20.6% |
| 3M | +14.9% | -18.6% | +33.5% | +16.2% |
| 6M | -6.3% | -26.2% | +20.0% | -4.7% |
| YTD | +15.7% | -30.2% | +46.0% | +17.6% |
| 1Y | +54.8% | -39.2% | +94.0% | +58.4% |
| 3Y | +253.4% | -5.1% | +258.5% | +247.0% |
| 5Y | +219.7% | -36.8% | +256.4% | +213.8% |
| 10Y | +300.2% | -56.3% | +356.5% | +243.0% |
| All | +148.6% | -38.0% | +186.6% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling