+244.9%
GS vs NCLH
-5.2%
+250.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | -6.5% | +7.4% | +2.7% |
| 30D | -1.6% | -23.3% | +21.7% | +5.3% |
| 3M | -4.5% | -18.6% | +14.1% | -0.2% |
| 6M | +20.9% | -26.2% | +47.1% | +28.7% |
| YTD | +19.9% | -30.2% | +50.1% | +28.1% |
| 1Y | +41.4% | -39.2% | +80.6% | +55.7% |
| All | +244.9% | -5.2% | +250.1% | +224.1% |
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