-23.9%
MARA vs GGLL
+166.5%
-190.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.2% |
| 7D | +10.1% | +7.7% | +2.4% | +7.2% |
| 30D | -15.1% | -30.2% | +15.1% | -5.2% |
| 3M | -24.1% | -31.3% | +7.2% | -15.4% |
| 6M | -45.2% | -52.1% | +6.9% | -31.6% |
| YTD | -22.2% | -25.9% | +3.7% | -20.4% |
| 1Y | -45.3% | -8.5% | -36.9% | -49.2% |
| 3Y | -23.9% | +165.5% | -189.4% | -48.9% |
| All | -23.9% | +166.5% | -190.4% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling