-71.3%
MARA vs GLDM
+143.3%
-214.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.9% |
| 7D | +6.0% | -0.5% | +6.5% | +6.6% |
| 30D | +0.6% | +4.4% | -3.8% | -1.6% |
| 3M | -18.5% | -1.1% | -17.5% | -17.3% |
| 6M | +21.7% | -13.7% | +35.4% | +33.7% |
| YTD | +25.9% | +2.8% | +23.2% | +24.7% |
| 1Y | -25.1% | +24.8% | -50.0% | -34.0% |
| 3Y | -5.7% | +127.8% | -133.6% | -53.5% |
| All | -71.3% | +143.3% | -214.6% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling