+321.2%
MRVL vs GIS
-35.3%
+356.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +3.0% |
| 7D | +13.8% | -8.6% | +22.4% | +6.4% |
| 30D | +12.7% | -0.5% | +13.1% | +12.7% |
| 3M | -11.9% | +11.9% | -23.8% | -1.4% |
| 6M | +153.8% | -11.6% | +165.4% | +152.3% |
| YTD | +177.0% | -16.3% | +193.3% | +167.2% |
| 1Y | +252.3% | -21.8% | +274.1% | +228.7% |
| All | +321.2% | -35.3% | +356.5% | +269.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling