+28.6%
NCLH vs GGLL
+217.5%
-188.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.5% | -7.6% | -4.9% |
| 7D | +1.7% | +11.5% | -9.8% | -1.1% |
| 30D | +17.9% | -31.2% | +49.1% | +27.5% |
| 3M | -4.5% | -28.7% | +24.1% | +1.9% |
| 6M | +12.9% | -47.2% | +60.1% | +29.1% |
| YTD | -19.1% | -24.3% | +5.2% | -17.5% |
| 1Y | -4.6% | -12.0% | +7.3% | -7.6% |
| 3Y | +37.0% | +169.6% | -132.6% | -14.4% |
| All | +28.6% | +217.5% | -188.8% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling