-10.9%
NCLH vs GTLB
-12.2%
+1.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.1% |
| 7D | -4.6% | -6.6% | +1.9% | -3.0% |
| 30D | -19.9% | +13.7% | -33.7% | -22.9% |
| 3M | -22.0% | +52.9% | -74.9% | -30.9% |
| 6M | -28.3% | +88.5% | -116.8% | -41.1% |
| YTD | -33.5% | +23.4% | -56.9% | -38.6% |
| 1Y | -41.5% | -3.8% | -37.6% | -41.9% |
| All | -10.9% | -12.2% | +1.3% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling