-68.3%
MARA vs GPC
+29.0%
-97.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +6.7% |
| 7D | +15.6% | +0.2% | +15.4% | +15.3% |
| 30D | +17.2% | -0.4% | +17.6% | +17.0% |
| 3M | -14.2% | +39.2% | -53.3% | -38.1% |
| 6M | +47.7% | +18.2% | +29.5% | +22.0% |
| YTD | +31.7% | +12.1% | +19.6% | +11.7% |
| 1Y | -22.2% | -0.7% | -21.5% | -26.4% |
| 3Y | +8.4% | -1.7% | +10.1% | -3.5% |
| 5Y | -68.3% | +29.3% | -97.6% | -80.3% |
| All | -68.3% | +29.0% | -97.3% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling