+118.8%
MRVL vs GLD
+104.2%
+14.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.8% | -4.8% |
| 7D | +11.0% | -4.6% | +15.6% | +13.6% |
| 30D | -36.1% | -5.5% | -30.6% | -34.3% |
| 3M | -29.4% | -10.9% | -18.5% | -25.0% |
| 6M | -11.9% | -17.4% | +5.6% | -3.6% |
| YTD | +84.8% | -10.3% | +95.1% | +97.1% |
| 1Y | +79.4% | -7.2% | +86.6% | +89.3% |
| 3Y | +195.7% | +96.9% | +98.8% | +125.6% |
| All | +118.8% | +104.2% | +14.7% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling