+24.5%
GLD vs NCLH
-38.5%
+63.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | -6.5% | +6.0% | -0.3% |
| 30D | +4.4% | -23.3% | +27.7% | +5.4% |
| 3M | -1.1% | -18.6% | +17.5% | -0.7% |
| 6M | -13.8% | -26.2% | +12.5% | -13.8% |
| YTD | +2.6% | -30.2% | +32.9% | +2.3% |
| 1Y | +24.5% | -39.2% | +63.7% | +21.6% |
| All | +24.5% | -38.5% | +63.0% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling