+1,173.1%
MRVL vs GPC
+74.9%
+1,098.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.8% |
| 7D | +11.0% | +0.4% | +10.6% | +10.9% |
| 30D | -36.1% | -6.3% | -29.8% | -34.8% |
| 3M | -29.4% | -8.2% | -21.3% | -27.6% |
| 6M | -11.9% | +27.1% | -39.0% | -22.8% |
| YTD | +84.8% | +3.1% | +81.7% | +74.6% |
| 1Y | +79.4% | +0.1% | +79.3% | +71.8% |
| 3Y | +195.7% | +0.2% | +195.5% | +166.8% |
| 5Y | +117.2% | +4.9% | +112.3% | +92.8% |
| All | +1,173.1% | +74.9% | +1,098.3% | +770.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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