+195.7%
MRVL vs GIS
-38.9%
+234.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -2.7% |
| 7D | +11.0% | -3.4% | +14.4% | +8.2% |
| 30D | -36.1% | +6.9% | -43.0% | -31.1% |
| 3M | -29.4% | -10.1% | -19.3% | -33.0% |
| 6M | -11.9% | +5.9% | -17.7% | -1.7% |
| YTD | +84.8% | -21.1% | +105.9% | +74.9% |
| 1Y | +79.4% | -22.5% | +101.9% | +68.4% |
| 3Y | +195.7% | -39.0% | +234.7% | +150.1% |
| All | +195.7% | -38.9% | +234.7% | +150.1% |
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