-28.4%
NCLH vs GPC
+6.4%
-34.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.1% |
| 7D | +1.2% | -2.1% | +3.3% | +2.4% |
| 30D | +22.6% | -4.5% | +27.1% | +25.6% |
| 3M | +0.6% | -7.7% | +8.3% | +5.1% |
| 6M | +13.5% | +24.3% | -10.8% | -1.5% |
| YTD | -15.7% | +3.5% | -19.2% | -21.8% |
| 1Y | 0.0% | +0.7% | -0.7% | -5.5% |
| 3Y | +42.8% | 0.0% | +42.8% | +26.2% |
| 5Y | -28.4% | +5.8% | -34.3% | -48.5% |
| All | -28.4% | +6.4% | -34.9% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling