+237.3%
MRVL vs GFS
-2.1%
+239.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +8.7% | +3.2% | +5.5% | +6.5% |
| 30D | +6.9% | -9.6% | +16.5% | +14.0% |
| 3M | -10.1% | -38.5% | +28.4% | +26.6% |
| 6M | +143.4% | -1.3% | +144.7% | +156.5% |
| YTD | +167.5% | +31.8% | +135.7% | +126.6% |
| 1Y | +239.0% | +44.6% | +194.4% | +166.9% |
| 3Y | +311.0% | -20.6% | +331.6% | +354.1% |
| All | +237.3% | -2.1% | +239.4% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling