-58.7%
NCLH vs GRMN
+646.1%
-704.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -6.5% | -1.8% | -4.7% | -5.2% |
| 30D | -22.1% | -12.1% | -10.0% | -14.1% |
| 3M | -18.7% | +18.0% | -36.7% | -29.9% |
| 6M | -28.4% | +13.7% | -42.1% | -36.2% |
| YTD | -34.7% | +35.3% | -70.0% | -49.6% |
| 1Y | -42.7% | +17.2% | -60.0% | -51.0% |
| 3Y | -10.6% | +179.6% | -190.2% | -67.1% |
| 5Y | -40.7% | +75.6% | -116.3% | -66.7% |
| All | -58.7% | +646.1% | -704.7% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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