+223.1%
BMNR vs GAP
+5.6%
+217.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.6% | +3.1% |
| 7D | +0.2% | -4.1% | +4.3% | +0.7% |
| 30D | +39.9% | +6.2% | +33.7% | +38.5% |
| 3M | +51.5% | -0.7% | +52.2% | +51.3% |
| 6M | +18.9% | -7.1% | +26.0% | +19.6% |
| YTD | -7.8% | -14.1% | +6.3% | -3.8% |
| 1Y | -47.6% | -8.5% | -39.1% | -46.8% |
| All | +223.1% | +5.6% | +217.5% | +380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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