-58.7%
MARA vs GLDM
+2.8%
-61.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.7% | -7.3% |
| 7D | -6.5% | -0.3% | -6.3% | -6.4% |
| 30D | -38.5% | -1.9% | -36.6% | -37.3% |
| 3M | -41.5% | -0.4% | -41.1% | -40.2% |
| 6M | -41.9% | -10.1% | -31.9% | -35.7% |
| YTD | -23.5% | -5.8% | -17.7% | -21.3% |
| 1Y | -58.7% | +3.1% | -61.8% | -67.6% |
| All | -58.7% | +2.8% | -61.4% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling