-45.0%
NCLH vs GSK
+21.8%
-66.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | -3.5% | -1.3% | -3.4% |
| 30D | -21.7% | -3.4% | -18.2% | -20.6% |
| 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% | -31.1% |
| 1Y | -45.0% | +20.1% | -65.1% | -42.1% |
| All | -45.0% | +21.8% | -66.8% | -42.1% |
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