-39.2%
NCLH vs GSK
+31.2%
-70.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | -6.5% | -1.8% | -4.7% | -5.7% |
| 30D | -23.3% | -2.2% | -21.1% | -22.6% |
| 3M | -18.6% | -1.8% | -16.8% | -18.1% |
| 6M | -26.2% | -10.6% | -15.6% | -22.6% |
| YTD | -30.2% | +4.4% | -34.7% | -29.2% |
| 1Y | -39.2% | +30.4% | -69.6% | -39.9% |
| All | -39.2% | +31.2% | -70.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling