-2.4%
GLD vs MARA
-55.7%
+53.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.5% | -13.2% | -3.6% |
| 7D | +2.8% | +2.5% | +0.3% | +2.4% |
| 30D | -4.0% | -23.9% | +20.0% | -1.6% |
| 3M | -8.2% | -23.2% | +15.0% | -6.3% |
| 6M | -14.8% | -43.3% | +28.4% | -11.0% |
| YTD | -6.8% | -18.3% | +11.5% | -6.9% |
| 1Y | -2.4% | -52.9% | +50.5% | +1.3% |
| All | -2.4% | -55.7% | +53.3% | +1.3% |
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