-49.8%
BMNR vs GDDY
-14.3%
-35.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -1.4% |
| 7D | -7.0% | -2.4% | -4.6% | -7.1% |
| 30D | -23.9% | +17.7% | -41.6% | -23.8% |
| 3M | +2.5% | +26.6% | -24.1% | +3.7% |
| 6M | -18.1% | +34.2% | -52.4% | -15.1% |
| YTD | -30.9% | -7.8% | -23.1% | -27.2% |
| 1Y | -49.8% | -14.0% | -35.8% | -40.6% |
| All | -49.8% | -14.3% | -35.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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