+2.1%
MARA vs GGLL
+309.0%
-307.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.8% |
| 7D | +13.8% | -3.9% | +17.7% | +16.0% |
| 30D | +24.7% | -15.4% | +40.0% | +33.6% |
| 3M | -10.4% | -21.9% | +11.5% | -3.7% |
| 6M | +37.6% | +4.5% | +33.1% | +24.2% |
| YTD | +32.7% | -2.4% | +35.2% | +23.0% |
| 1Y | -25.2% | +57.8% | -83.0% | -47.8% |
| 3Y | +9.3% | +227.2% | -218.0% | -57.6% |
| All | +2.1% | +309.0% | -307.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling