-16.6%
MARA vs GLDM
+105.4%
-122.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +5.1% |
| 7D | +11.5% | -2.0% | +13.5% | +12.4% |
| 30D | -18.9% | -4.4% | -14.4% | -16.8% |
| 3M | -20.9% | -8.8% | -12.0% | -15.7% |
| 6M | -42.8% | -15.9% | -26.9% | -36.9% |
| YTD | -14.7% | -7.7% | -7.0% | -7.6% |
| 1Y | -47.6% | -3.6% | -44.0% | -44.1% |
| All | -16.6% | +105.4% | -122.0% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling