+285.7%
GDXJ vs NCLH
-10.7%
+296.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.8% |
| 7D | -2.8% | -4.8% | +2.0% | -2.2% |
| 30D | +5.0% | -21.7% | +26.6% | +8.1% |
| 3M | +24.1% | -22.2% | +46.3% | +27.4% |
| 6M | -7.4% | -27.5% | +20.2% | -4.5% |
| YTD | +10.2% | -33.6% | +43.8% | +13.9% |
| 1Y | +42.5% | -45.0% | +87.5% | +49.3% |
| 3Y | +285.7% | -11.0% | +296.8% | +263.8% |
| All | +285.7% | -10.7% | +296.4% | +263.8% |
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 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