-40.7%
NCLH vs GME
-58.9%
+18.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.2% |
| 7D | -6.5% | +6.0% | -12.6% | -7.4% |
| 30D | -22.1% | +8.3% | -30.4% | -23.1% |
| 3M | -18.7% | -9.1% | -9.6% | -17.9% |
| 6M | -28.4% | -16.3% | -12.1% | -26.8% |
| YTD | -34.7% | +1.5% | -36.3% | -35.2% |
| 1Y | -42.7% | -16.3% | -26.4% | -41.7% |
| 3Y | -10.6% | +15.1% | -25.7% | -33.4% |
| 5Y | -40.7% | -57.2% | +16.4% | -47.9% |
| All | -40.7% | -58.9% | +18.1% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling