+14.7%
GEV vs NCLH
-23.5%
+38.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.6% |
| 7D | +3.2% | -4.6% | +7.8% | +3.9% |
| 30D | -4.0% | -19.9% | +15.9% | -0.9% |
| 3M | +3.4% | -22.0% | +25.4% | +5.1% |
| 6M | +14.7% | -28.3% | +43.0% | +21.2% |
| All | +14.7% | -23.5% | +38.2% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling