-40.8%
BMNR vs GD
+13.1%
-53.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -4.1% |
| 7D | +4.9% | -5.3% | +10.2% | +9.6% |
| 30D | +35.5% | -6.4% | +41.9% | +42.2% |
| 3M | +39.6% | +5.7% | +33.9% | +28.8% |
| 6M | +18.2% | -0.9% | +19.2% | +24.4% |
| YTD | -8.0% | +8.2% | -16.2% | -19.4% |
| 1Y | -40.8% | +13.4% | -54.2% | -41.5% |
| All | -40.8% | +13.1% | -53.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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