-62.0%
NCLH vs GLDM
+212.7%
-274.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +1.2% | -2.0% | +3.1% | +1.3% |
| 30D | +22.6% | -4.4% | +27.0% | +22.9% |
| 3M | +0.6% | -8.8% | +9.5% | +1.1% |
| 6M | +13.5% | -15.9% | +29.4% | +14.3% |
| YTD | -15.7% | -7.7% | -8.0% | -15.0% |
| 1Y | 0.0% | -3.6% | +3.6% | +0.8% |
| 3Y | +42.8% | +105.2% | -62.4% | +41.7% |
| 5Y | -28.4% | +112.8% | -141.2% | -30.4% |
| All | -62.0% | +212.7% | -274.7% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling