+147.8%
GE vs NCLH
-57.7%
+205.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -2.8% | -6.5% | +3.7% | -1.0% |
| 30D | -11.9% | -22.1% | +10.2% | -5.8% |
| 3M | +1.8% | -18.7% | +20.5% | +7.0% |
| 6M | -0.6% | -28.4% | +27.8% | +7.8% |
| YTD | +5.5% | -34.7% | +40.2% | +16.1% |
| 1Y | +15.0% | -42.7% | +57.7% | +29.9% |
| 3Y | +269.5% | -10.6% | +280.1% | +246.7% |
| 5Y | +422.4% | -40.7% | +463.2% | +404.6% |
| All | +147.8% | -57.7% | +205.5% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling