-42.1%
NCLH vs GTLB
-50.0%
+7.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | +0.4% |
| 7D | -0.3% | +4.6% | -4.8% | -1.7% |
| 30D | -20.1% | +21.0% | -41.0% | -24.8% |
| 3M | -17.0% | +51.7% | -68.7% | -27.4% |
| 6M | -23.2% | +89.3% | -112.5% | -38.3% |
| YTD | -31.0% | +25.6% | -56.7% | -38.0% |
| 1Y | -37.3% | -1.5% | -35.7% | -39.6% |
| 3Y | -5.6% | -9.9% | +4.4% | -12.8% |
| All | -42.1% | -50.0% | +7.8% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling