-73.1%
NCLH vs GH
+467.1%
-540.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.9% |
| 7D | -4.8% | -2.5% | -2.3% | -4.3% |
| 30D | -21.7% | -4.7% | -17.0% | -21.0% |
| 3M | -22.2% | +20.2% | -42.5% | -26.2% |
| 6M | -27.5% | +78.8% | -106.3% | -37.4% |
| YTD | -33.6% | +54.1% | -87.7% | -40.9% |
| 1Y | -45.0% | +177.1% | -222.1% | -57.8% |
| 3Y | -11.0% | +371.6% | -382.7% | -43.9% |
| 5Y | -39.7% | +21.9% | -61.6% | -54.8% |
| All | -73.1% | +467.1% | -540.2% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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