-39.2%
NCLH vs GAP
+1.5%
-40.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -6.5% | -4.5% | -2.0% | -4.7% |
| 30D | -23.3% | +9.0% | -32.3% | -26.5% |
| 3M | -18.6% | +5.0% | -23.6% | -20.8% |
| 6M | -26.2% | -17.8% | -8.4% | -21.5% |
| YTD | -30.2% | -10.4% | -19.8% | -28.1% |
| 1Y | -39.2% | -3.4% | -35.8% | -41.0% |
| All | -39.2% | +1.5% | -40.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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