+188.5%
MARA vs GLDM
+248.1%
-59.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | +6.0% | -0.5% | +6.5% | +6.7% |
| 30D | +0.6% | +4.4% | -3.8% | -2.0% |
| 3M | -18.5% | -1.1% | -17.5% | -17.1% |
| 6M | +21.7% | -13.7% | +35.4% | +36.2% |
| YTD | +25.9% | +2.8% | +23.2% | +23.2% |
| 1Y | -25.1% | +24.8% | -50.0% | -37.2% |
| 3Y | -5.7% | +127.8% | -133.6% | -57.6% |
| 5Y | -73.9% | +141.1% | -215.1% | -89.1% |
| All | +188.5% | +248.1% | -59.6% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling