-39.2%
NCLH vs GIS
-18.7%
-20.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | 0.0% |
| 7D | -6.5% | -7.8% | +1.4% | -6.2% |
| 30D | -23.3% | +6.6% | -29.9% | -23.4% |
| 3M | -18.6% | +21.0% | -39.6% | -16.6% |
| 6M | -26.2% | -9.1% | -17.2% | -29.0% |
| YTD | -30.2% | -13.6% | -16.6% | -34.0% |
| 1Y | -39.2% | -18.0% | -21.1% | -42.4% |
| All | -39.2% | -18.7% | -20.5% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling