+4.3%
NCLH vs GEHC
+6.6%
-2.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | +0.4% |
| 7D | -0.3% | -5.2% | +4.9% | +2.5% |
| 30D | -20.1% | -7.0% | -13.1% | -17.0% |
| 3M | -17.0% | +3.3% | -20.3% | -19.1% |
| 6M | -23.2% | -10.0% | -13.2% | -19.5% |
| YTD | -31.0% | -18.5% | -12.6% | -23.8% |
| 1Y | -37.3% | -14.4% | -22.9% | -32.6% |
| 3Y | -5.6% | +3.4% | -9.0% | -9.7% |
| All | +4.3% | +6.6% | -2.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GEHC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling