+642.6%
GS vs NCLH
-56.0%
+698.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +3.4% | -0.3% | +3.6% | +3.5% |
| 30D | +0.2% | -20.1% | +20.2% | +5.6% |
| 3M | -0.3% | -17.0% | +16.7% | +3.4% |
| 6M | +27.4% | -23.2% | +50.6% | +33.9% |
| YTD | +19.6% | -31.0% | +50.7% | +27.8% |
| 1Y | +42.5% | -37.3% | +79.7% | +54.5% |
| 3Y | +240.4% | -5.6% | +246.0% | +222.1% |
| 5Y | +188.9% | -37.0% | +225.9% | +177.8% |
| 10Y | +642.6% | -55.3% | +697.8% | +553.9% |
| All | +642.6% | -56.0% | +698.6% | +553.9% |
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