-37.9%
NCLH vs GAP
+5.4%
-43.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | +1.7% | -2.0% | -1.1% |
| 30D | -20.1% | +9.3% | -29.4% | -24.1% |
| 3M | -17.0% | +6.1% | -23.1% | -20.3% |
| 6M | -23.2% | -2.3% | -21.0% | -23.9% |
| YTD | -31.0% | -10.6% | -20.5% | -29.0% |
| 1Y | -37.3% | -4.4% | -32.8% | -38.1% |
| 3Y | -5.6% | +118.3% | -123.9% | -47.7% |
| 5Y | -37.0% | +12.2% | -49.2% | -55.0% |
| 10Y | -55.3% | +33.7% | -89.0% | -79.4% |
| All | -37.9% | +5.4% | -43.3% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling