+385.1%
MRVL vs GGLL
+328.7%
+56.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.4% | +7.9% |
| 7D | +3.2% | -4.8% | +8.0% | +5.1% |
| 30D | +5.9% | -13.7% | +19.6% | +11.3% |
| 3M | -29.3% | -21.9% | -7.5% | -24.1% |
| 6M | +186.5% | +11.7% | +174.8% | +154.3% |
| YTD | +163.4% | +2.3% | +161.2% | +141.0% |
| 1Y | +249.5% | +76.2% | +173.3% | +145.1% |
| 3Y | +289.4% | +245.0% | +44.4% | +75.8% |
| All | +385.1% | +328.7% | +56.5% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling