+18.2%
GLD vs MARA
-29.0%
+47.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.3% |
| 7D | -3.4% | -1.5% | -1.9% | -3.3% |
| 30D | -1.1% | +18.1% | -19.2% | -2.9% |
| 3M | +5.8% | -9.4% | +15.2% | +6.0% |
| 6M | -17.1% | +33.4% | -50.4% | -19.7% |
| YTD | 0.0% | +27.3% | -27.3% | -3.9% |
| 1Y | +18.2% | -27.9% | +46.2% | +17.8% |
| All | +18.2% | -29.0% | +47.2% | +17.8% |
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