+1,235.6%
MRVL vs GLD
+205.6%
+1,030.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.4% |
| 7D | +23.1% | -5.5% | +28.6% | +26.0% |
| 30D | -38.8% | -7.0% | -31.8% | -36.9% |
| 3M | -24.2% | -12.4% | -11.9% | -19.8% |
| 6M | 0.0% | -18.0% | +18.0% | +8.2% |
| YTD | +93.8% | -10.5% | +104.3% | +104.5% |
| 1Y | +84.4% | -8.1% | +92.5% | +93.2% |
| 3Y | +203.6% | +97.7% | +105.9% | +149.1% |
| 5Y | +127.8% | +103.4% | +24.4% | +81.6% |
| All | +1,235.6% | +205.6% | +1,030.0% | +1,042.4% |
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