+118.8%
MRVL vs GS
+154.8%
-36.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -5.0% |
| 7D | +11.0% | +5.9% | +5.2% | +5.1% |
| 30D | -36.1% | +4.3% | -40.4% | -38.2% |
| 3M | -29.4% | -11.7% | -17.8% | -19.8% |
| 6M | -11.9% | -3.2% | -8.7% | -6.9% |
| YTD | +84.8% | +5.8% | +79.0% | +76.9% |
| 1Y | +79.4% | +16.0% | +63.4% | +56.4% |
| 3Y | +195.7% | +199.8% | -4.0% | -2.6% |
| All | +118.8% | +154.8% | -36.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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