-41.4%
NCLH vs GWRE
+15.1%
-56.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -4.8% | -13.2% | +8.4% | +0.3% |
| 30D | -21.7% | -18.6% | -3.1% | -17.0% |
| 3M | -22.2% | +18.9% | -41.1% | -30.0% |
| 6M | -27.5% | -11.0% | -16.6% | -28.6% |
| YTD | -33.6% | -29.9% | -3.7% | -27.1% |
| 1Y | -45.0% | -44.3% | -0.6% | -31.7% |
| 3Y | -11.0% | +51.7% | -62.7% | -47.3% |
| All | -41.4% | +15.1% | -56.5% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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