+210.3%
MRVL vs GEHC
+18.3%
+192.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | +23.1% | -2.3% | +25.4% | +24.0% |
| 30D | -38.8% | +19.0% | -57.8% | -42.4% |
| 3M | -24.2% | +13.3% | -37.5% | -27.6% |
| 6M | 0.0% | +31.5% | -31.5% | -11.9% |
| YTD | +93.8% | 0.0% | +93.9% | +94.2% |
| 1Y | +84.4% | +9.4% | +75.0% | +75.7% |
| All | +210.3% | +18.3% | +192.0% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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