+122.4%
GLW vs NCLH
-42.7%
+165.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.7% |
| 7D | +7.8% | -4.8% | +12.7% | +8.9% |
| 30D | -0.4% | -21.7% | +21.2% | +4.4% |
| 3M | -5.6% | -22.2% | +16.7% | -1.3% |
| 6M | +26.7% | -27.5% | +54.3% | +31.8% |
| YTD | +91.0% | -33.6% | +124.6% | +97.2% |
| 1Y | +122.4% | -45.0% | +167.4% | +134.3% |
| All | +122.4% | -42.7% | +165.1% | +134.3% |
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