-3.2%
MARA vs GGLL
+328.7%
-331.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.4% |
| 7D | +6.0% | -4.8% | +10.8% | +8.5% |
| 30D | +0.6% | -13.7% | +14.3% | +7.0% |
| 3M | -18.5% | -21.9% | +3.3% | -12.1% |
| 6M | +21.7% | +11.7% | +10.1% | +6.7% |
| YTD | +25.9% | +2.3% | +23.7% | +14.4% |
| 1Y | -25.1% | +76.2% | -101.3% | -50.6% |
| 3Y | -5.7% | +245.0% | -250.7% | -64.4% |
| All | -3.2% | +328.7% | -331.8% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling