+254.6%
GLW vs NCLH
-29.7%
+284.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.8% | +7.1% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | -18.2% | +22.6% | -40.8% | -21.9% |
| 3M | -24.2% | +0.6% | -24.8% | -24.6% |
| 6M | -41.7% | +13.5% | -55.2% | -43.8% |
| YTD | +38.3% | -15.7% | +54.0% | +39.8% |
| 1Y | +38.2% | 0.0% | +38.2% | +34.3% |
| 3Y | +363.4% | +42.8% | +320.6% | +301.9% |
| 5Y | +254.6% | -28.4% | +283.0% | +225.3% |
| All | +254.6% | -29.7% | +284.3% | +225.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling