-63.8%
NCLH vs GLDM
+219.1%
-282.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +2.0% | +4.7% | -2.7% | +1.7% |
| 30D | +19.1% | -0.9% | +19.9% | +19.1% |
| 3M | -7.5% | -4.3% | -3.2% | -7.3% |
| 6M | +1.0% | -13.4% | +14.4% | +1.5% |
| YTD | -19.7% | -5.8% | -13.9% | -19.2% |
| 1Y | -1.8% | +2.1% | -3.8% | -1.1% |
| 3Y | +36.7% | +105.0% | -68.3% | +35.4% |
| 5Y | -38.0% | +122.5% | -160.5% | -39.8% |
| All | -63.8% | +219.1% | -282.9% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling