+62.0%
MARA vs GLDM
+219.1%
-157.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +8.6% |
| 7D | -6.2% | +4.7% | -10.9% | -10.1% |
| 30D | -38.7% | -0.9% | -37.8% | -38.4% |
| 3M | -40.4% | -4.3% | -36.1% | -37.7% |
| 6M | -51.3% | -13.4% | -37.9% | -45.0% |
| YTD | -29.3% | -5.8% | -23.5% | -25.8% |
| 1Y | -60.2% | +2.1% | -62.3% | -60.8% |
| 3Y | -31.3% | +105.0% | -136.3% | -66.1% |
| 5Y | -90.1% | +122.5% | -212.5% | -95.6% |
| All | +62.0% | +219.1% | -157.1% | -35.5% |
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