+95.4%
MARA vs GLDM
+212.7%
-117.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +5.3% |
| 7D | +11.5% | -2.0% | +13.5% | +12.7% |
| 30D | -18.9% | -4.4% | -14.4% | -16.2% |
| 3M | -20.9% | -8.8% | -12.0% | -14.3% |
| 6M | -42.8% | -15.9% | -26.9% | -34.2% |
| YTD | -14.7% | -7.7% | -7.0% | -9.3% |
| 1Y | -47.6% | -3.6% | -44.0% | -46.2% |
| 3Y | -20.3% | +105.2% | -125.5% | -61.0% |
| 5Y | -89.2% | +112.8% | -201.9% | -95.0% |
| All | +95.4% | +212.7% | -117.3% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling