+235.6%
MRVL vs GGLL
+195.8%
+39.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.5% | +7.0% | +8.5% |
| 7D | -9.8% | +6.3% | -16.2% | -11.9% |
| 30D | -43.8% | -35.1% | -8.7% | -33.8% |
| 3M | -29.3% | -37.7% | +8.4% | -16.5% |
| 6M | -9.1% | -54.1% | +45.0% | +18.3% |
| YTD | +82.2% | -29.4% | +111.7% | +90.8% |
| 1Y | +70.3% | -13.4% | +83.7% | +61.4% |
| 3Y | +197.0% | +158.3% | +38.7% | +48.1% |
| All | +235.6% | +195.8% | +39.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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