-72.6%
NCLH vs GDDY
+390.3%
-462.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.9% |
| 7D | -4.8% | -3.2% | -1.6% | -3.6% |
| 30D | -21.7% | +6.8% | -28.5% | -24.7% |
| 3M | -22.2% | +30.5% | -52.7% | -33.1% |
| 6M | -27.5% | +13.3% | -40.9% | -34.5% |
| YTD | -33.6% | -21.0% | -12.6% | -29.1% |
| 1Y | -45.0% | -34.0% | -11.0% | -35.7% |
| 3Y | -11.0% | +33.1% | -44.1% | -30.1% |
| 5Y | -39.7% | +30.3% | -70.1% | -51.6% |
| 10Y | -57.0% | +205.5% | -262.6% | -74.1% |
| All | -72.6% | +390.3% | -462.9% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling