-55.5%
NCLH vs GD
+188.9%
-244.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +1.6% |
| 7D | -6.5% | -5.3% | -1.2% | -1.6% |
| 30D | -23.3% | -6.4% | -16.9% | -18.5% |
| 3M | -18.6% | +5.7% | -24.3% | -23.7% |
| 6M | -26.2% | -0.9% | -25.3% | -26.6% |
| YTD | -30.2% | +8.2% | -38.4% | -37.6% |
| 1Y | -39.2% | +13.4% | -52.6% | -48.2% |
| 3Y | -5.1% | +68.5% | -73.6% | -49.5% |
| 5Y | -36.8% | +97.2% | -133.9% | -72.9% |
| All | -55.5% | +188.9% | -244.4% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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