+123.2%
GLW vs NCLH
-38.5%
+161.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | -6.5% | +10.3% | +5.1% |
| 30D | -1.3% | -23.3% | +22.0% | +3.8% |
| 3M | -21.8% | -18.6% | -3.2% | -19.1% |
| 6M | +6.9% | -26.2% | +33.1% | +10.3% |
| YTD | +77.2% | -30.2% | +107.4% | +81.1% |
| 1Y | +123.2% | -39.2% | +162.4% | +131.0% |
| All | +123.2% | -38.5% | +161.8% | +131.0% |
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