-45.3%
MARA vs GLDM
-8.0%
-37.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | -4.6% | +14.7% | +14.2% |
| 30D | -15.1% | -5.5% | -9.6% | -11.3% |
| 3M | -24.1% | -10.9% | -13.2% | -15.2% |
| 6M | -45.2% | -17.3% | -27.8% | -35.7% |
| YTD | -22.2% | -10.2% | -12.0% | -15.2% |
| 1Y | -45.3% | -6.9% | -38.4% | -50.1% |
| All | -45.3% | -8.0% | -37.3% | -50.1% |
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