+2.8%
GLD vs MARA
-60.7%
+63.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.7% | +4.1% |
| 7D | -0.3% | -6.5% | +6.3% | +0.3% |
| 30D | -1.9% | -38.5% | +36.6% | +2.9% |
| 3M | -0.4% | -41.5% | +41.1% | +4.3% |
| 6M | -10.2% | -41.9% | +31.7% | -6.2% |
| YTD | -6.0% | -23.5% | +17.5% | -5.3% |
| 1Y | +2.8% | -58.7% | +61.5% | +8.5% |
| All | +2.8% | -60.7% | +63.5% | +8.5% |
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