+0.4%
NCLH vs GEHC
+2.1%
-1.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -4.8% | -7.2% | +2.3% | -1.0% |
| 30D | -21.7% | -11.6% | -10.1% | -16.4% |
| 3M | -22.2% | -0.8% | -21.4% | -22.6% |
| 6M | -27.5% | -11.9% | -15.6% | -23.1% |
| YTD | -33.6% | -21.9% | -11.7% | -24.9% |
| 1Y | -45.0% | -17.8% | -27.1% | -39.6% |
| 3Y | -11.0% | -3.5% | -7.5% | -12.0% |
| All | +0.4% | +2.1% | -1.7% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling