+322.5%
MARA vs GH
+480.1%
-157.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +15.6% | -2.1% | +17.7% | +16.6% |
| 30D | +17.2% | -4.5% | +21.7% | +19.7% |
| 3M | -14.2% | +28.9% | -43.0% | -24.5% |
| 6M | +47.7% | +76.5% | -28.8% | +11.5% |
| YTD | +31.7% | +57.6% | -25.9% | +4.0% |
| 1Y | -22.2% | +167.5% | -189.7% | -53.8% |
| 3Y | +8.4% | +377.4% | -369.0% | -56.6% |
| 5Y | -68.3% | +23.8% | -92.1% | -79.4% |
| All | +322.5% | +480.1% | -157.6% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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