-40.7%
NCLH vs GH
+21.3%
-62.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.3% |
| 7D | -6.5% | -1.2% | -5.3% | -6.2% |
| 30D | -22.1% | -3.7% | -18.4% | -21.5% |
| 3M | -18.7% | +21.7% | -40.4% | -23.8% |
| 6M | -28.4% | +75.7% | -104.1% | -39.6% |
| YTD | -34.7% | +55.7% | -90.4% | -43.3% |
| 1Y | -42.7% | +181.1% | -223.8% | -58.5% |
| 3Y | -10.6% | +371.6% | -382.2% | -48.8% |
| 5Y | -40.7% | +23.2% | -63.9% | -64.2% |
| All | -40.7% | +21.3% | -62.0% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling