+24.5%
GLD vs MARA
-28.1%
+52.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | -0.5% | +6.0% | -6.5% | -1.1% |
| 30D | +4.4% | +0.6% | +3.8% | +4.0% |
| 3M | -1.1% | -18.5% | +17.4% | -0.1% |
| 6M | -13.8% | +21.7% | -35.5% | -15.8% |
| YTD | +2.6% | +25.9% | -23.3% | -1.2% |
| 1Y | +24.5% | -25.1% | +49.7% | +24.5% |
| All | +24.5% | -28.1% | +52.6% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling