+362.7%
GLW vs NCLH
+43.8%
+318.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.8% | +7.0% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | -18.2% | +22.6% | -40.8% | -22.0% |
| 3M | -24.2% | +0.6% | -24.8% | -24.7% |
| 6M | -41.7% | +13.5% | -55.2% | -44.0% |
| YTD | +38.3% | -15.7% | +54.0% | +39.2% |
| 1Y | +38.2% | 0.0% | +38.2% | +33.4% |
| All | +362.7% | +43.8% | +318.9% | +295.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling