-37.2%
NCLH vs GD
+582.2%
-619.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +1.4% |
| 7D | -6.5% | -5.3% | -1.2% | -2.0% |
| 30D | -23.3% | -6.4% | -16.9% | -18.9% |
| 3M | -18.6% | +5.7% | -24.3% | -23.2% |
| 6M | -26.2% | -0.9% | -25.3% | -26.5% |
| YTD | -30.2% | +8.2% | -38.4% | -36.8% |
| 1Y | -39.2% | +13.4% | -52.6% | -47.2% |
| 3Y | -5.1% | +68.5% | -73.6% | -45.4% |
| 5Y | -36.8% | +97.2% | -133.9% | -69.4% |
| 10Y | -56.3% | +190.2% | -246.5% | -84.0% |
| All | -37.2% | +582.2% | -619.4% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling