+220.4%
GDXJ vs NCLH
-40.4%
+260.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 3M | +24.1% | -22.2% | +46.3% | +27.6% |
| 6M | -7.4% | -27.5% | +20.2% | -4.1% |
| YTD | +10.2% | -33.6% | +43.8% | +14.6% |
| 1Y | +42.5% | -45.0% | +87.5% | +50.9% |
| 3Y | +285.7% | -11.0% | +296.8% | +271.5% |
| All | +220.4% | -40.4% | +260.8% | +214.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling