+9.6%
NCLH vs GGLL
+328.4%
-318.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | +1.9% | -2.1% | -0.8% |
| 30D | -20.1% | -9.7% | -10.3% | -17.8% |
| 3M | -17.0% | -18.0% | +1.0% | -13.5% |
| 6M | -23.2% | +15.3% | -38.5% | -28.1% |
| YTD | -31.0% | +2.2% | -33.3% | -33.3% |
| 1Y | -37.3% | +73.1% | -110.3% | -48.8% |
| 3Y | -5.6% | +242.7% | -248.3% | -43.3% |
| All | +9.6% | +328.4% | -318.8% | -35.2% |
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