-10.9%
NCLH vs GSK
+48.7%
-59.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -4.6% | -3.6% | -1.0% | -4.1% |
| 30D | -19.9% | -5.9% | -14.0% | -19.2% |
| 3M | -22.0% | -4.3% | -17.7% | -21.4% |
| 6M | -28.3% | -10.8% | -17.5% | -27.1% |
| YTD | -33.5% | +1.8% | -35.3% | -32.5% |
| 1Y | -41.5% | +23.5% | -64.9% | -40.4% |
| All | -10.9% | +48.7% | -59.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling