+1,127.8%
MRVL vs GH
+473.1%
+654.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.8% |
| 7D | +8.7% | -1.2% | +9.9% | +9.1% |
| 30D | +6.9% | -3.7% | +10.6% | +8.2% |
| 3M | -10.1% | +21.7% | -31.8% | -15.3% |
| 6M | +143.4% | +75.7% | +67.7% | +105.2% |
| YTD | +167.5% | +55.7% | +111.8% | +131.5% |
| 1Y | +239.0% | +181.1% | +57.8% | +142.1% |
| 3Y | +311.0% | +371.6% | -60.6% | +134.3% |
| 5Y | +278.0% | +23.2% | +254.8% | +178.3% |
| All | +1,127.8% | +473.1% | +654.8% | +536.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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