-25.2%
MARA vs GGLL
+64.8%
-90.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.8% |
| 7D | +13.8% | -3.9% | +17.7% | +14.9% |
| 30D | +24.7% | -15.4% | +40.0% | +29.3% |
| 3M | -10.4% | -21.9% | +11.5% | -5.3% |
| 6M | +37.6% | +4.5% | +33.1% | +27.8% |
| YTD | +32.7% | -2.4% | +35.2% | +24.6% |
| 1Y | -25.2% | +57.8% | -83.0% | -43.8% |
| All | -25.2% | +64.8% | -90.0% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling