+1,846.5%
MRVL vs GFI
+2,212.6%
-366.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.1% |
| 7D | +5.6% | -4.9% | +10.5% | +6.1% |
| 30D | +8.8% | +10.7% | -2.0% | +7.8% |
| 3M | -15.9% | +25.6% | -41.5% | -17.7% |
| 6M | +161.3% | -8.3% | +169.5% | +162.6% |
| YTD | +178.2% | +6.3% | +171.9% | +175.6% |
| 1Y | +255.3% | +22.1% | +233.2% | +247.0% |
| 3Y | +323.1% | +289.2% | +33.9% | +268.5% |
| 5Y | +293.2% | +531.7% | -238.5% | +223.1% |
| 10Y | +1,963.7% | +1,043.8% | +919.9% | +1,445.2% |
| All | +1,846.5% | +2,212.6% | -366.1% | +1,747.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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