+177.9%
MRVL vs GGLL
+154.9%
+22.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.2% |
| 7D | -28.1% | +3.1% | -31.2% | -28.8% |
| 30D | -50.4% | -36.3% | -14.1% | -42.1% |
| 3M | -32.9% | -40.4% | +7.4% | -20.9% |
| 6M | -17.9% | -54.6% | +36.7% | +4.5% |
| YTD | +66.4% | -31.1% | +97.6% | +74.3% |
| 1Y | +51.5% | -19.2% | +70.7% | +47.7% |
| 3Y | +177.9% | +151.5% | +26.4% | +63.6% |
| All | +177.9% | +154.9% | +22.9% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling