-11.0%
NCLH vs GIS
-37.5%
+26.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -4.8% | -6.4% | +1.6% | -5.0% |
| 30D | -21.7% | -6.1% | -15.6% | -21.8% |
| 3M | -22.2% | +7.8% | -30.1% | -21.2% |
| 6M | -27.5% | -8.8% | -18.7% | -28.1% |
| YTD | -33.6% | -19.1% | -14.5% | -35.3% |
| 1Y | -45.0% | -24.8% | -20.2% | -46.7% |
| 3Y | -11.0% | -37.6% | +26.5% | -16.1% |
| All | -11.0% | -37.5% | +26.4% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling