+42.5%
GS vs NCLH
-39.5%
+82.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +3.4% | -0.3% | +3.6% | +3.4% |
| 30D | +0.2% | -20.1% | +20.2% | +4.4% |
| 3M | -0.3% | -17.0% | +16.7% | +2.2% |
| 6M | +27.4% | -23.2% | +50.6% | +31.3% |
| YTD | +19.6% | -31.0% | +50.7% | +24.7% |
| 1Y | +42.5% | -37.3% | +79.7% | +50.6% |
| All | +42.5% | -39.5% | +82.0% | +50.6% |
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 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