+206.1%
GLD vs MARA
-81.0%
+287.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | -4.6% | +10.1% | -14.7% | -4.7% |
| 30D | -5.5% | -15.1% | +9.6% | -5.3% |
| 3M | -10.9% | -24.1% | +13.2% | -10.7% |
| 6M | -17.4% | -45.2% | +27.7% | -17.1% |
| YTD | -10.3% | -22.2% | +11.9% | -10.3% |
| 1Y | -7.2% | -45.3% | +38.1% | -6.9% |
| 3Y | +96.9% | -23.9% | +120.8% | +95.8% |
| 5Y | +103.8% | -90.8% | +194.5% | +103.1% |
| All | +206.1% | -81.0% | +287.1% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling