-5.6%
NCLH vs GPC
-2.2%
-3.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | 0.0% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -20.1% | -0.4% | -19.7% | -19.9% |
| 3M | -17.0% | +39.2% | -56.2% | -27.8% |
| 6M | -23.2% | +18.2% | -41.5% | -29.0% |
| YTD | -31.0% | +12.1% | -43.1% | -37.3% |
| 1Y | -37.3% | -0.7% | -36.6% | -39.5% |
| 3Y | -5.6% | -1.7% | -3.9% | -14.8% |
| All | -5.6% | -2.2% | -3.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling