-41.2%
NCLH vs GNRC
+467.9%
-509.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -0.9% |
| 7D | -6.5% | -0.7% | -5.8% | -6.3% |
| 30D | -22.1% | -15.8% | -6.2% | -16.9% |
| 3M | -18.7% | -24.0% | +5.3% | -10.9% |
| 6M | -28.4% | -13.8% | -14.6% | -26.1% |
| YTD | -34.7% | +33.2% | -67.9% | -44.3% |
| 1Y | -42.7% | -1.8% | -40.9% | -45.4% |
| 3Y | -10.6% | +57.7% | -68.3% | -30.8% |
| 5Y | -40.7% | -59.7% | +19.0% | -30.0% |
| 10Y | -57.8% | +430.7% | -488.5% | -78.8% |
| All | -41.2% | +467.9% | -509.1% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling