-57.4%
MARA vs GGLL
-16.8%
-40.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.0% |
| 7D | +3.3% | +6.3% | -3.1% | +2.0% |
| 30D | -31.2% | -35.1% | +3.9% | -24.7% |
| 3M | -34.2% | -37.7% | +3.5% | -27.7% |
| 6M | -48.7% | -54.1% | +5.4% | -37.6% |
| YTD | -26.1% | -29.4% | +3.4% | -27.0% |
| All | -57.4% | -16.8% | -40.6% | -60.8% |
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