-5.7%
MARA vs GLDM
+128.8%
-134.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.0% |
| 7D | +6.0% | -0.5% | +6.5% | +6.5% |
| 30D | +0.6% | +4.4% | -3.8% | -1.0% |
| 3M | -18.5% | -1.1% | -17.5% | -17.7% |
| 6M | +21.7% | -13.7% | +35.4% | +30.0% |
| YTD | +25.9% | +2.8% | +23.2% | +28.1% |
| 1Y | -25.1% | +24.8% | -50.0% | -26.5% |
| All | -5.7% | +128.8% | -134.5% | -39.6% |
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 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