-41.4%
NCLH vs GNRC
-58.7%
+17.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -21.7% | -15.7% | -5.9% | -16.2% |
| 3M | -22.2% | -27.3% | +5.1% | -12.7% |
| 6M | -27.5% | -12.1% | -15.5% | -25.9% |
| YTD | -33.6% | +37.1% | -70.7% | -45.2% |
| 1Y | -45.0% | -0.5% | -44.5% | -48.3% |
| 3Y | -11.0% | +61.5% | -72.6% | -34.5% |
| All | -41.4% | -58.7% | +17.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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