+268.0%
MRVL vs GTLB
-50.1%
+318.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +5.6% | -5.7% | +11.3% | +7.2% |
| 30D | +8.8% | +15.1% | -6.4% | +3.8% |
| 3M | -15.9% | +65.5% | -81.3% | -28.4% |
| 6M | +161.3% | +102.9% | +58.4% | +103.7% |
| YTD | +178.2% | +25.2% | +153.0% | +149.1% |
| 1Y | +255.3% | -5.5% | +260.8% | +242.1% |
| 3Y | +323.1% | -10.9% | +334.0% | +293.1% |
| All | +268.0% | -50.1% | +318.2% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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