+223.1%
BMNR vs GDDY
-46.1%
+269.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.7% | +3.4% |
| 7D | +0.2% | -3.2% | +3.4% | +0.4% |
| 30D | +39.9% | +6.8% | +33.1% | +40.1% |
| 3M | +51.5% | +30.5% | +21.0% | +50.7% |
| 6M | +18.9% | +13.3% | +5.6% | +20.6% |
| YTD | -7.8% | -21.0% | +13.2% | +17.2% |
| 1Y | -47.6% | -34.0% | -13.6% | -22.2% |
| All | +223.1% | -46.1% | +269.2% | +2,428.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling