-39.2%
NCLH vs GGLL
+80.0%
-119.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | -6.5% | -4.8% | -1.7% | -5.3% |
| 30D | -23.3% | -13.7% | -9.6% | -20.5% |
| 3M | -18.6% | -21.9% | +3.2% | -14.4% |
| 6M | -26.2% | +11.7% | -37.9% | -30.3% |
| YTD | -30.2% | +2.3% | -32.5% | -33.1% |
| 1Y | -39.2% | +76.2% | -115.3% | -46.4% |
| All | -39.2% | +80.0% | -119.1% | -46.4% |
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