-43.5%
NCLH vs GFS
-2.1%
-41.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -6.5% | +3.2% | -9.8% | -7.7% |
| 30D | -22.1% | -9.6% | -12.5% | -19.1% |
| 3M | -18.7% | -38.5% | +19.8% | -3.5% |
| 6M | -28.4% | -1.3% | -27.1% | -33.5% |
| YTD | -34.7% | +31.8% | -66.5% | -48.7% |
| 1Y | -42.7% | +44.6% | -87.3% | -57.4% |
| 3Y | -10.6% | -20.6% | +10.0% | -15.5% |
| All | -43.5% | -2.1% | -41.5% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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