+195.7%
MRVL vs GFS
-19.0%
+214.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -2.8% |
| 7D | +11.0% | +7.4% | +3.6% | +6.2% |
| 30D | -36.1% | -15.3% | -20.8% | -27.7% |
| 3M | -29.4% | -21.1% | -8.3% | -17.2% |
| 6M | -11.9% | -44.5% | +32.6% | +33.6% |
| YTD | +84.8% | +19.2% | +65.6% | +78.1% |
| 1Y | +79.4% | +27.2% | +52.2% | +66.3% |
| 3Y | +195.7% | -20.1% | +215.9% | +234.6% |
| All | +195.7% | -19.0% | +214.8% | +234.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling