-40.1%
NCLH vs GIS
+46.2%
-86.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.4% |
| 7D | -4.6% | -8.6% | +4.0% | -4.3% |
| 30D | -19.9% | -0.5% | -19.5% | -19.9% |
| 3M | -22.0% | +11.9% | -33.9% | -22.2% |
| 6M | -28.3% | -11.6% | -16.7% | -28.1% |
| YTD | -33.5% | -16.3% | -17.1% | -33.3% |
| 1Y | -41.5% | -21.8% | -19.7% | -41.1% |
| 3Y | -8.9% | -35.7% | +26.8% | -8.2% |
| 5Y | -40.5% | -22.9% | -17.6% | -41.9% |
| 10Y | -57.0% | -16.8% | -40.1% | -58.9% |
| All | -40.1% | +46.2% | -86.3% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling