+632.4%
GEV vs NCLH
-26.4%
+658.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.1% |
| 7D | +1.6% | -4.8% | +6.4% | +3.2% |
| 30D | -7.9% | -21.7% | +13.7% | -0.8% |
| 3M | +5.6% | -22.2% | +27.9% | +12.5% |
| 6M | +13.1% | -27.5% | +40.6% | +22.2% |
| YTD | +46.7% | -33.6% | +80.3% | +60.5% |
| 1Y | +51.3% | -45.0% | +96.3% | +77.3% |
| All | +632.4% | -26.4% | +658.8% | +680.8% |
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