-40.7%
NCLH vs GPC
+29.3%
-70.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.4% |
| 7D | -6.5% | -1.8% | -4.8% | -5.6% |
| 30D | -22.1% | +0.1% | -22.2% | -22.1% |
| 3M | -18.7% | +37.4% | -56.1% | -33.2% |
| 6M | -28.4% | +25.4% | -53.8% | -37.9% |
| YTD | -34.7% | +12.2% | -46.9% | -42.0% |
| 1Y | -42.7% | -0.3% | -42.4% | -44.8% |
| 3Y | -10.6% | -1.6% | -9.0% | -18.1% |
| 5Y | -40.7% | +31.0% | -71.7% | -59.9% |
| All | -40.7% | +29.3% | -70.1% | -59.9% |
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