+138.9%
GLD vs MARA
-69.8%
+208.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -1.8% |
| 7D | +0.7% | +15.6% | -14.9% | +0.4% |
| 30D | +0.3% | +17.2% | -16.9% | -0.1% |
| 3M | +0.6% | -14.2% | +14.8% | +0.7% |
| 6M | -15.6% | +47.7% | -63.3% | -16.3% |
| YTD | +0.9% | +31.7% | -30.9% | 0.0% |
| 1Y | +19.4% | -22.2% | +41.6% | +19.0% |
| 3Y | +124.5% | +8.4% | +116.0% | +119.8% |
| 5Y | +138.9% | -68.3% | +207.2% | +129.4% |
| All | +138.9% | -69.8% | +208.7% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling