+1,109.4%
MRVL vs GH
+481.7%
+627.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.8% | +7.0% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +5.9% | -1.1% | +7.0% | +6.4% |
| 3M | -29.3% | +21.3% | -50.6% | -33.3% |
| 6M | +186.5% | +73.5% | +113.0% | +142.2% |
| YTD | +163.4% | +58.0% | +105.4% | +127.0% |
| 1Y | +249.5% | +163.1% | +86.4% | +154.4% |
| 3Y | +289.4% | +361.0% | -71.7% | +123.4% |
| 5Y | +270.2% | +22.5% | +247.7% | +172.8% |
| All | +1,109.4% | +481.7% | +627.7% | +523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling