+199.8%
GS vs NCLH
+37.2%
+162.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +5.9% | +0.2% | +5.6% | +5.8% |
| 30D | +4.3% | +20.8% | -16.5% | -0.9% |
| 3M | -11.7% | -8.1% | -3.5% | -10.1% |
| 6M | -3.2% | +11.8% | -15.0% | -7.5% |
| YTD | +5.8% | -19.5% | +25.3% | +8.6% |
| 1Y | +16.0% | -3.2% | +19.3% | +12.7% |
| 3Y | +199.8% | +37.1% | +162.7% | +164.5% |
| All | +199.8% | +37.2% | +162.5% | +164.5% |
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