-29.6%
NCLH vs GLDM
+107.1%
-136.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.2% | -4.6% | +4.8% | +0.8% |
| 30D | +20.8% | -5.5% | +26.2% | +21.5% |
| 3M | -8.1% | -10.9% | +2.7% | -7.1% |
| 6M | +11.8% | -17.3% | +29.2% | +13.6% |
| YTD | -19.5% | -10.2% | -9.4% | -18.3% |
| 1Y | -3.2% | -6.9% | +3.7% | -1.9% |
| 3Y | +37.1% | +98.7% | -61.6% | +29.9% |
| All | -29.6% | +107.1% | -136.7% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling