+627.7%
GEV vs NCLH
-26.3%
+653.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.0% |
| 7D | +3.2% | -4.6% | +7.8% | +4.7% |
| 30D | -4.0% | -19.9% | +15.9% | +2.7% |
| 3M | +3.4% | -22.0% | +25.4% | +10.1% |
| 6M | +14.7% | -28.3% | +43.0% | +24.4% |
| YTD | +45.8% | -33.5% | +79.3% | +59.3% |
| 1Y | +57.4% | -41.5% | +98.8% | +79.5% |
| All | +627.7% | -26.3% | +653.9% | +675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling