+82.7%
MRVL vs GIS
-17.8%
+100.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +5.2% | -12.3% | -2.0% |
| 7D | -36.5% | +8.5% | -45.0% | -30.7% |
| 30D | -41.1% | +15.3% | -56.4% | -31.4% |
| 3M | -26.9% | +0.9% | -27.8% | -23.9% |
| 6M | -2.3% | +7.9% | -10.3% | +14.0% |
| YTD | +88.4% | -17.6% | +105.9% | +96.2% |
| 1Y | +82.7% | -17.4% | +100.1% | +94.0% |
| All | +82.7% | -17.8% | +100.5% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling