-58.7%
MARA vs GFI
+6.9%
-65.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.4% | -6.8% |
| 7D | -6.5% | +1.4% | -8.0% | -7.4% |
| 30D | -38.5% | +3.0% | -41.5% | -39.4% |
| 3M | -41.5% | +10.2% | -51.7% | -43.5% |
| 6M | -41.9% | -10.1% | -31.9% | -39.7% |
| YTD | -23.5% | -11.4% | -12.1% | -21.4% |
| 1Y | -58.7% | +8.4% | -67.1% | -62.9% |
| All | -58.7% | +6.9% | -65.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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