-58.0%
NCLH vs GSK
+80.1%
-138.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | -3.5% | -1.3% | -3.3% |
| 30D | -21.7% | -3.4% | -18.2% | -20.5% |
| 3M | -22.2% | -8.1% | -14.1% | -19.5% |
| 6M | -27.5% | -11.1% | -16.4% | -23.8% |
| YTD | -33.6% | +0.7% | -34.3% | -33.9% |
| 1Y | -45.0% | +20.1% | -65.1% | -49.6% |
| 3Y | -11.0% | +46.1% | -57.2% | -30.1% |
| 5Y | -39.7% | +48.2% | -88.0% | -54.5% |
| All | -58.0% | +80.1% | -138.0% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling