+205.6%
GLD vs NCLH
-53.1%
+258.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.8% |
| 7D | -5.5% | +1.7% | -7.2% | -5.5% |
| 30D | -7.0% | +17.9% | -24.9% | -7.1% |
| 3M | -12.4% | -4.5% | -7.8% | -12.4% |
| 6M | -18.0% | +12.9% | -30.9% | -18.1% |
| YTD | -10.5% | -19.1% | +8.6% | -10.5% |
| 1Y | -8.1% | -4.6% | -3.4% | -8.1% |
| 3Y | +97.7% | +37.0% | +60.7% | +97.6% |
| 5Y | +103.4% | -29.5% | +133.0% | +103.1% |
| All | +205.6% | -53.1% | +258.7% | +185.5% |
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