-38.4%
MARA vs GGLL
+217.5%
-255.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.5% | -7.6% |
| 7D | +22.4% | +11.5% | +10.9% | +16.6% |
| 30D | -21.0% | -31.2% | +10.3% | -8.3% |
| 3M | -25.3% | -28.7% | +3.3% | -15.6% |
| 6M | -43.4% | -47.2% | +3.8% | -29.3% |
| YTD | -19.8% | -24.3% | +4.4% | -18.9% |
| 1Y | -50.0% | -12.0% | -38.0% | -53.7% |
| 3Y | -25.1% | +169.6% | -194.7% | -69.3% |
| All | -38.4% | +217.5% | -255.8% | -77.0% |
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