-58.0%
NCLH vs GME
+285.6%
-343.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.4% |
| 7D | -4.8% | +10.4% | -15.2% | -5.7% |
| 30D | -21.7% | +14.1% | -35.7% | -22.7% |
| 3M | -22.2% | -4.6% | -17.6% | -22.1% |
| 6M | -27.5% | -13.5% | -14.0% | -26.7% |
| YTD | -33.6% | +5.3% | -38.9% | -34.1% |
| 1Y | -45.0% | -14.9% | -30.1% | -44.4% |
| 3Y | -11.0% | +24.3% | -35.3% | -22.7% |
| 5Y | -39.7% | -55.6% | +15.8% | -44.5% |
| All | -58.0% | +285.6% | -343.6% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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