+249.3%
MRVL vs GFS
-2.1%
+251.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.0% |
| 7D | +13.8% | +4.5% | +9.3% | +10.6% |
| 30D | +12.7% | -8.2% | +20.9% | +19.0% |
| 3M | -11.9% | -38.9% | +26.9% | +24.5% |
| 6M | +153.8% | -2.9% | +156.7% | +170.1% |
| YTD | +177.0% | +31.8% | +145.2% | +134.7% |
| 1Y | +252.3% | +43.1% | +209.2% | +179.3% |
| 3Y | +325.5% | -20.6% | +346.2% | +370.3% |
| All | +249.3% | -2.1% | +251.4% | +282.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling