+40.6%
GLW vs NCLH
-8.8%
+49.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.8% | -12.6% | -7.1% |
| 7D | -9.5% | +15.8% | -25.3% | -12.3% |
| 30D | -25.5% | +25.1% | -50.6% | -29.0% |
| 3M | -25.6% | -7.3% | -18.3% | -25.0% |
| 6M | -25.5% | +8.1% | -33.6% | -27.8% |
| YTD | +36.4% | -16.7% | +53.0% | +32.2% |
| 1Y | +40.6% | -1.0% | +41.6% | +33.4% |
| All | +40.6% | -8.8% | +49.4% | +33.4% |
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 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