-45.2%
NCLH vs GTLB
-49.8%
+4.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.5% |
| 7D | -6.5% | -4.1% | -2.5% | -5.4% |
| 30D | -22.1% | +12.3% | -34.4% | -25.1% |
| 3M | -18.7% | +65.9% | -84.6% | -30.7% |
| 6M | -28.4% | +104.0% | -132.4% | -43.8% |
| YTD | -34.7% | +26.0% | -60.8% | -41.3% |
| 1Y | -42.7% | -3.5% | -39.2% | -44.5% |
| 3Y | -10.6% | -9.6% | -1.0% | -17.5% |
| All | -45.2% | -49.8% | +4.6% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling