-45.6%
MARA vs GGLL
+188.6%
-234.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.4% | +6.6% | +7.4% |
| 7D | -6.2% | +3.1% | -9.3% | -7.4% |
| 30D | -38.7% | -36.3% | -2.4% | -26.4% |
| 3M | -40.4% | -40.4% | 0.0% | -27.1% |
| 6M | -51.3% | -54.6% | +3.4% | -34.7% |
| YTD | -29.3% | -31.1% | +1.9% | -25.3% |
| 1Y | -60.2% | -19.2% | -41.0% | -61.9% |
| 3Y | -31.3% | +151.5% | -182.8% | -71.3% |
| All | -45.6% | +188.6% | -234.3% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling