-44.3%
NCLH vs GTLB
-50.1%
+5.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -4.8% | -5.7% | +0.9% | -3.2% |
| 30D | -21.7% | +15.1% | -36.8% | -25.2% |
| 3M | -22.2% | +65.5% | -87.7% | -33.6% |
| 6M | -27.5% | +102.9% | -130.4% | -43.0% |
| YTD | -33.6% | +25.2% | -58.8% | -40.2% |
| 1Y | -45.0% | -5.5% | -39.5% | -46.4% |
| 3Y | -11.0% | -10.9% | -0.2% | -17.6% |
| All | -44.3% | -50.1% | +5.9% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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