-37.2%
NCLH vs GPC
+213.1%
-250.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.0% |
| 7D | -6.5% | +1.2% | -7.7% | -7.4% |
| 30D | -23.3% | +6.0% | -29.3% | -26.8% |
| 3M | -18.6% | +42.6% | -61.2% | -40.0% |
| 6M | -26.2% | +22.8% | -49.0% | -38.6% |
| YTD | -30.2% | +15.5% | -45.7% | -41.3% |
| 1Y | -39.2% | +2.0% | -41.2% | -43.1% |
| 3Y | -5.1% | -1.4% | -3.6% | -15.1% |
| 5Y | -36.8% | +30.6% | -67.4% | -57.1% |
| 10Y | -56.3% | +80.6% | -136.9% | -78.8% |
| All | -37.2% | +213.1% | -250.3% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling