+1,077.1%
MRVL vs GLD
+203.7%
+873.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | -28.1% | +4.7% | -32.8% | -29.7% |
| 30D | -50.4% | -0.9% | -49.5% | -50.2% |
| 3M | -32.9% | -4.4% | -28.5% | -31.4% |
| 6M | -17.9% | -13.6% | -4.4% | -13.2% |
| YTD | +66.4% | -6.0% | +72.4% | +72.1% |
| 1Y | +51.5% | +1.8% | +49.8% | +53.5% |
| 3Y | +177.9% | +103.2% | +74.7% | +125.8% |
| 5Y | +100.0% | +119.3% | -19.3% | +56.1% |
| All | +1,077.1% | +203.7% | +873.4% | +863.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 10y: compounded portfolio wealth divided by compounded GLD 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…
10y analysis · Full analysis span regression · 6 months rolling