+833.1%
GLW vs NCLH
-57.7%
+890.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.8% |
| 7D | +11.7% | -6.5% | +18.3% | +13.2% |
| 30D | +2.7% | -22.1% | +24.7% | +7.9% |
| 3M | -2.8% | -18.7% | +15.9% | +0.8% |
| 6M | +20.2% | -28.4% | +48.6% | +27.4% |
| YTD | +87.3% | -34.7% | +122.0% | +100.3% |
| 1Y | +119.6% | -42.7% | +162.3% | +139.8% |
| 3Y | +453.7% | -10.6% | +464.3% | +430.2% |
| 5Y | +376.1% | -40.7% | +416.8% | +363.4% |
| All | +833.1% | -57.7% | +890.7% | +851.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling