+257.0%
MRVL vs GGLL
+217.5%
+39.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.0% |
| 7D | +23.1% | +11.5% | +11.6% | +18.1% |
| 30D | -38.8% | -31.2% | -7.6% | -29.5% |
| 3M | -24.2% | -28.7% | +4.4% | -14.9% |
| 6M | 0.0% | -47.2% | +47.2% | +22.8% |
| YTD | +93.8% | -24.3% | +118.1% | +97.4% |
| 1Y | +84.4% | -12.0% | +96.4% | +74.6% |
| 3Y | +203.6% | +169.6% | +34.0% | +49.4% |
| All | +257.0% | +217.5% | +39.5% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling