-52.9%
MARA vs GLDM
-1.4%
-51.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.6% | +13.2% | +12.7% |
| 7D | +2.5% | +2.9% | -0.3% | -0.8% |
| 30D | -23.9% | -3.9% | -20.0% | -21.4% |
| 3M | -23.2% | -8.1% | -15.1% | -16.5% |
| 6M | -43.3% | -14.7% | -28.6% | -35.3% |
| YTD | -18.3% | -6.6% | -11.7% | -16.0% |
| 1Y | -52.9% | -2.1% | -50.8% | -61.3% |
| All | -52.9% | -1.4% | -51.5% | -61.3% |
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