+223.1%
BMNR vs GFI
+83.4%
+139.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.5% | +2.5% |
| 7D | +0.2% | -2.7% | +2.9% | +2.9% |
| 30D | +39.9% | +13.2% | +26.7% | +25.6% |
| 3M | +51.5% | +28.5% | +23.0% | +17.1% |
| 6M | +18.9% | -6.2% | +25.1% | +22.9% |
| YTD | -7.8% | +8.7% | -16.5% | -32.2% |
| 1Y | -47.6% | +24.8% | -72.5% | -79.1% |
| All | +223.1% | +83.4% | +139.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling