+121.5%
MRVL vs GLDM
+116.0%
+5.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.2% |
| 7D | -10.2% | +2.9% | -13.1% | -11.7% |
| 30D | -43.9% | -3.9% | -40.0% | -42.7% |
| 3M | -26.0% | -8.1% | -17.8% | -22.5% |
| 6M | -9.2% | -14.7% | +5.5% | -2.5% |
| YTD | +82.0% | -6.6% | +88.6% | +90.3% |
| 1Y | +65.9% | -2.1% | +67.9% | +71.1% |
| 3Y | +185.0% | +107.7% | +77.4% | +113.7% |
| 5Y | +121.5% | +116.5% | +5.0% | +59.8% |
| All | +121.5% | +116.0% | +5.5% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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