+138.9%
GLD vs NCLH
-38.4%
+177.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +0.3% | -20.1% | +20.4% | +0.5% |
| 3M | +0.6% | -17.0% | +17.7% | +0.7% |
| 6M | -15.6% | -23.2% | +7.7% | -15.5% |
| YTD | +0.9% | -31.0% | +31.9% | +0.9% |
| 1Y | +19.4% | -37.3% | +56.6% | +19.4% |
| 3Y | +124.5% | -5.6% | +130.0% | +123.9% |
| 5Y | +138.9% | -37.0% | +175.9% | +138.7% |
| All | +138.9% | -38.4% | +177.4% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling