-43.2%
MARA vs GGLL
+195.8%
-239.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.5% |
| 7D | +3.3% | +6.3% | -3.1% | +0.6% |
| 30D | -31.2% | -35.1% | +3.9% | -18.0% |
| 3M | -34.2% | -37.7% | +3.5% | -21.1% |
| 6M | -48.7% | -54.1% | +5.4% | -31.5% |
| YTD | -26.1% | -29.4% | +3.4% | -22.7% |
| 1Y | -58.2% | -13.4% | -44.8% | -61.3% |
| 3Y | -28.1% | +158.3% | -186.4% | -70.2% |
| All | -43.2% | +195.8% | -239.0% | -78.1% |
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