+69.4%
MARA vs GLDM
+225.0%
-155.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.1% |
| 7D | +3.3% | +5.0% | -1.7% | -1.1% |
| 30D | -31.2% | -1.3% | -29.9% | -30.5% |
| 3M | -34.2% | -4.7% | -29.5% | -31.0% |
| 6M | -48.7% | -12.4% | -36.3% | -42.6% |
| YTD | -26.1% | -4.1% | -22.0% | -23.5% |
| 1Y | -58.2% | +3.3% | -61.5% | -59.2% |
| 3Y | -28.1% | +110.9% | -139.0% | -65.4% |
| 5Y | -91.3% | +124.8% | -216.1% | -96.1% |
| All | +69.4% | +225.0% | -155.7% | -33.6% |
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 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