-40.8%
BMNR vs GFI
+45.3%
-86.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.7% |
| 7D | +4.9% | +3.1% | +1.8% | +3.6% |
| 30D | +35.5% | +27.1% | +8.4% | +20.6% |
| 3M | +39.6% | +21.2% | +18.4% | +26.5% |
| 6M | +18.2% | -4.5% | +22.7% | +18.7% |
| YTD | -8.0% | +11.7% | -19.8% | -15.8% |
| 1Y | -40.8% | +46.0% | -86.8% | -48.2% |
| All | -40.8% | +45.3% | -86.1% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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