+526.0%
GLW vs NCLH
-53.4%
+579.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.2% |
| 7D | +7.7% | +0.2% | +7.5% | +7.7% |
| 30D | -18.8% | +20.8% | -39.6% | -22.2% |
| 3M | -27.7% | -8.1% | -19.6% | -26.7% |
| 6M | -44.4% | +11.8% | -56.3% | -46.2% |
| YTD | +31.3% | -19.5% | +50.8% | +34.2% |
| 1Y | +40.0% | -3.2% | +43.3% | +37.5% |
| 3Y | +339.2% | +37.1% | +302.1% | +285.8% |
| 5Y | +229.2% | -29.9% | +259.1% | +209.2% |
| All | +526.0% | -53.4% | +579.3% | +513.6% |
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