+138.0%
GLD vs MARA
-87.5%
+225.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.9% |
| 7D | +4.9% | +3.3% | +1.7% | +4.9% |
| 30D | -1.3% | -31.2% | +29.9% | -1.1% |
| 3M | -4.8% | -34.2% | +29.4% | -4.6% |
| 6M | -12.5% | -48.7% | +36.2% | -12.3% |
| YTD | -4.2% | -26.1% | +21.8% | -4.2% |
| 1Y | +3.0% | -58.2% | +61.2% | +3.3% |
| 3Y | +109.1% | -28.1% | +137.2% | +108.6% |
| 5Y | +121.6% | -91.3% | +212.8% | +121.2% |
| 10Y | +212.2% | -82.1% | +294.3% | +207.1% |
| All | +138.0% | -87.5% | +225.5% | +132.9% |
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