+131.6%
GLD vs MARA
-86.2%
+217.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.5% | -13.2% | -2.7% |
| 7D | +2.8% | +2.5% | +0.3% | +2.8% |
| 30D | -4.0% | -23.9% | +20.0% | -3.8% |
| 3M | -8.2% | -23.2% | +15.0% | -8.1% |
| 6M | -14.8% | -43.3% | +28.4% | -14.7% |
| YTD | -6.8% | -18.3% | +11.5% | -6.8% |
| 1Y | -2.4% | -52.9% | +50.5% | -2.2% |
| 3Y | +105.8% | -23.6% | +129.4% | +105.2% |
| 5Y | +113.3% | -88.7% | +202.0% | +112.8% |
| 10Y | +208.4% | -80.3% | +288.8% | +203.2% |
| All | +131.6% | -86.2% | +217.8% | +126.5% |
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 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