-1.0%
NCLH vs GGLL
-11.6%
+10.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.5% | +0.3% | +5.8% |
| 7D | +15.8% | -23.1% | +38.9% | +18.9% |
| 30D | +25.1% | -32.9% | +58.0% | +32.8% |
| 3M | -7.3% | -44.9% | +37.6% | +2.9% |
| 6M | +8.1% | -49.5% | +57.7% | +21.5% |
| YTD | -16.7% | -28.9% | +12.2% | -16.1% |
| 1Y | -1.0% | -12.2% | +11.2% | +0.8% |
| All | -1.0% | -11.6% | +10.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling