-37.9%
NCLH vs GME
+359.6%
-397.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -20.1% | -1.4% | -18.6% | -20.0% |
| 3M | -17.0% | -15.1% | -1.9% | -15.9% |
| 6M | -23.2% | -22.5% | -0.8% | -21.5% |
| YTD | -31.0% | -5.9% | -25.1% | -30.9% |
| 1Y | -37.3% | -18.6% | -18.6% | -36.3% |
| 3Y | -5.6% | +6.7% | -12.2% | -17.1% |
| 5Y | -37.0% | -62.0% | +25.0% | -41.3% |
| 10Y | -55.3% | +239.5% | -294.7% | -84.7% |
| All | -37.9% | +359.6% | -397.5% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling