-25.2%
MARA vs GPC
+0.6%
-25.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +13.8% | -0.6% | +14.5% | +13.8% |
| 30D | +24.7% | +1.3% | +23.4% | +24.5% |
| 3M | -10.4% | +37.1% | -47.5% | -19.2% |
| 6M | +37.6% | +23.2% | +14.5% | +28.2% |
| YTD | +32.7% | +13.1% | +19.7% | +28.7% |
| 1Y | -25.2% | +0.9% | -26.0% | -21.0% |
| All | -25.2% | +0.6% | -25.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling