-41.4%
NCLH vs GAP
+8.7%
-50.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.6% |
| 7D | -4.8% | -4.1% | -0.7% | -3.2% |
| 30D | -21.7% | +6.2% | -27.9% | -23.9% |
| 3M | -22.2% | -0.7% | -21.6% | -22.8% |
| 6M | -27.5% | -7.1% | -20.4% | -26.4% |
| YTD | -33.6% | -14.1% | -19.5% | -30.7% |
| 1Y | -45.0% | -8.5% | -36.5% | -44.4% |
| 3Y | -11.0% | +115.4% | -126.4% | -45.3% |
| All | -41.4% | +8.7% | -50.2% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling