+155.1%
GLD vs MARA
-78.7%
+233.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -0.5% | +6.0% | -6.5% | -0.6% |
| 30D | +4.4% | +0.6% | +3.8% | +4.4% |
| 3M | -1.1% | -18.5% | +17.4% | -1.0% |
| 6M | -13.8% | +21.7% | -35.5% | -13.9% |
| YTD | +2.6% | +25.9% | -23.3% | +2.4% |
| 1Y | +24.5% | -25.1% | +49.7% | +24.5% |
| 3Y | +125.8% | -5.7% | +131.6% | +124.8% |
| 5Y | +137.8% | -73.9% | +211.7% | +136.4% |
| 10Y | +221.4% | -75.6% | +297.0% | +215.3% |
| All | +155.1% | -78.7% | +233.8% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling