+213.1%
GLD vs NCLH
-57.7%
+270.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -3.4% | -6.5% | +3.2% | -3.4% |
| 30D | -1.1% | -22.1% | +20.9% | -1.1% |
| 3M | +5.8% | -18.7% | +24.5% | +5.8% |
| 6M | -17.1% | -28.4% | +11.3% | -17.1% |
| YTD | 0.0% | -34.7% | +34.7% | 0.0% |
| 1Y | +18.2% | -42.7% | +60.9% | +18.2% |
| 3Y | +122.6% | -10.6% | +133.2% | +122.6% |
| 5Y | +137.1% | -40.7% | +177.8% | +137.0% |
| All | +213.1% | -57.7% | +270.8% | +196.4% |
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