+863.6%
GLW vs NCLH
-56.9%
+920.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.2% |
| 7D | +16.9% | -4.6% | +21.5% | +18.0% |
| 30D | +7.0% | -19.9% | +26.9% | +11.8% |
| 3M | -3.0% | -22.0% | +19.0% | +1.5% |
| 6M | +31.0% | -28.3% | +59.3% | +38.8% |
| YTD | +93.4% | -33.5% | +126.9% | +106.1% |
| 1Y | +134.7% | -41.5% | +176.2% | +155.2% |
| 3Y | +471.8% | -8.9% | +480.7% | +445.4% |
| 5Y | +394.5% | -40.5% | +434.9% | +380.7% |
| All | +863.6% | -56.9% | +920.5% | +878.2% |
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