+43.7%
NCLH vs GLDM
+105.4%
-61.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +1.2% | -2.0% | +3.1% | +1.5% |
| 30D | +22.6% | -4.4% | +27.0% | +23.3% |
| 3M | +0.6% | -8.8% | +9.5% | +1.7% |
| 6M | +13.5% | -15.9% | +29.4% | +15.5% |
| YTD | -15.7% | -7.7% | -8.0% | -14.3% |
| 1Y | 0.0% | -3.6% | +3.6% | +1.4% |
| All | +43.7% | +105.4% | -61.7% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling