-41.2%
NCLH vs GFI
+477.0%
-518.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.7% |
| 7D | -6.5% | -5.1% | -1.4% | -6.2% |
| 30D | -22.1% | +13.4% | -35.5% | -22.7% |
| 3M | -18.7% | +36.2% | -54.9% | -20.3% |
| 6M | -28.4% | -9.8% | -18.6% | -28.3% |
| YTD | -34.7% | +7.7% | -42.4% | -35.4% |
| 1Y | -42.7% | +27.2% | -69.9% | -43.9% |
| 3Y | -10.6% | +300.3% | -310.9% | -18.7% |
| 5Y | -40.7% | +539.8% | -580.5% | -48.1% |
| 10Y | -57.8% | +1,058.5% | -1,116.3% | -63.5% |
| All | -41.2% | +477.0% | -518.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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