+155.1%
GDX vs MARA
-77.7%
+232.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.0% |
| 7D | +4.0% | +15.6% | -11.7% | +3.6% |
| 30D | +9.5% | +17.2% | -7.8% | +9.1% |
| 3M | +25.1% | -14.2% | +39.2% | +25.3% |
| 6M | -2.9% | +47.7% | -50.6% | -3.8% |
| YTD | +14.7% | +31.7% | -17.0% | +13.8% |
| 1Y | +47.4% | -22.2% | +69.6% | +47.4% |
| 3Y | +259.7% | +8.4% | +251.3% | +252.3% |
| 5Y | +227.7% | -68.3% | +295.9% | +219.7% |
| 10Y | +289.0% | -74.9% | +363.8% | +257.6% |
| All | +155.1% | -77.7% | +232.8% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MARA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling