+321.2%
MRVL vs GFS
-21.4%
+342.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.0% |
| 7D | +13.8% | +4.5% | +9.3% | +10.7% |
| 30D | +12.7% | -8.2% | +20.9% | +18.8% |
| 3M | -11.9% | -38.9% | +26.9% | +23.0% |
| 6M | +153.8% | -2.9% | +156.7% | +177.7% |
| YTD | +177.0% | +31.8% | +145.2% | +148.1% |
| 1Y | +252.3% | +43.1% | +209.2% | +197.2% |
| All | +321.2% | -21.4% | +342.6% | +384.6% |
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