-58.0%
NCLH vs GAP
+31.2%
-89.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.3% |
| 7D | -4.8% | -4.1% | -0.7% | -2.8% |
| 30D | -21.7% | +6.2% | -27.9% | -24.5% |
| 3M | -22.2% | -0.7% | -21.6% | -23.0% |
| 6M | -27.5% | -7.1% | -20.4% | -26.3% |
| YTD | -33.6% | -14.1% | -19.5% | -30.3% |
| 1Y | -45.0% | -8.5% | -36.5% | -44.6% |
| 3Y | -11.0% | +115.4% | -126.4% | -52.6% |
| 5Y | -39.7% | +9.8% | -49.6% | -57.7% |
| All | -58.0% | +31.2% | -89.2% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling