-58.0%
NCLH vs GDDY
+207.2%
-265.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.8% |
| 7D | -4.8% | -3.2% | -1.6% | -3.4% |
| 30D | -21.7% | +6.8% | -28.5% | -25.2% |
| 3M | -22.2% | +30.5% | -52.7% | -34.7% |
| 6M | -27.5% | +13.3% | -40.9% | -35.8% |
| YTD | -33.6% | -21.0% | -12.6% | -28.4% |
| 1Y | -45.0% | -34.0% | -11.0% | -34.0% |
| 3Y | -11.0% | +33.1% | -44.1% | -34.7% |
| 5Y | -39.7% | +30.3% | -70.1% | -54.9% |
| All | -58.0% | +207.2% | -265.2% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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