-72.0%
NCLH vs GH
+480.1%
-552.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.3% | -2.1% | +1.8% | +0.2% |
| 30D | -20.1% | -4.5% | -15.6% | -19.4% |
| 3M | -17.0% | +28.9% | -45.9% | -22.4% |
| 6M | -23.2% | +76.5% | -99.8% | -33.5% |
| YTD | -31.0% | +57.6% | -88.7% | -38.9% |
| 1Y | -37.3% | +167.5% | -204.8% | -51.5% |
| 3Y | -5.6% | +377.4% | -383.0% | -40.6% |
| 5Y | -37.0% | +23.8% | -60.8% | -53.0% |
| All | -72.0% | +480.1% | -552.2% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling