+8.4%
MARA vs GPC
-2.2%
+10.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +5.9% |
| 7D | +15.6% | +0.2% | +15.4% | +15.4% |
| 30D | +17.2% | -0.4% | +17.6% | +17.1% |
| 3M | -14.2% | +39.2% | -53.3% | -30.9% |
| 6M | +47.7% | +18.2% | +29.5% | +30.8% |
| YTD | +31.7% | +12.1% | +19.6% | +19.3% |
| 1Y | -22.2% | -0.7% | -21.5% | -23.9% |
| 3Y | +8.4% | -1.7% | +10.1% | +2.1% |
| All | +8.4% | -2.2% | +10.6% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling