+1,192.7%
MRVL vs GIS
+317.8%
+874.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -4.7% |
| 7D | +11.0% | -3.4% | +14.4% | +11.1% |
| 30D | -36.1% | +6.9% | -43.0% | -36.3% |
| 3M | -29.4% | -10.1% | -19.3% | -29.2% |
| 6M | -11.9% | +5.9% | -17.7% | -13.0% |
| YTD | +84.8% | -21.1% | +105.9% | +87.9% |
| 1Y | +79.4% | -22.5% | +101.9% | +82.7% |
| 3Y | +195.7% | -39.0% | +234.7% | +205.2% |
| 5Y | +117.2% | -33.3% | +150.5% | +116.0% |
| 10Y | +1,193.7% | -17.0% | +1,210.8% | +1,095.1% |
| All | +1,192.7% | +317.8% | +874.9% | +1,068.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling