-58.0%
NCLH vs GPN
+28.5%
-86.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | -4.3% | -0.5% | -1.7% |
| 30D | -21.7% | 0.0% | -21.7% | -21.8% |
| 3M | -22.2% | +35.8% | -58.1% | -39.1% |
| 6M | -27.5% | +22.0% | -49.5% | -38.8% |
| YTD | -33.6% | +15.2% | -48.8% | -42.7% |
| 1Y | -45.0% | +3.5% | -48.5% | -49.1% |
| 3Y | -11.0% | -26.9% | +15.9% | +4.4% |
| 5Y | -39.7% | -44.2% | +4.5% | -14.8% |
| All | -58.0% | +28.5% | -86.5% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling