-47.6%
BMNR vs GFS
+47.5%
-95.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.3% | +2.4% |
| 7D | +0.2% | +3.8% | -3.6% | -1.5% |
| 30D | +39.9% | -11.7% | +51.6% | +47.5% |
| 3M | +51.5% | -41.8% | +93.3% | +91.2% |
| 6M | +18.9% | +6.6% | +12.3% | -3.2% |
| YTD | -7.8% | +34.6% | -42.5% | -42.4% |
| 1Y | -47.6% | +46.2% | -93.8% | -67.4% |
| All | -47.6% | +47.5% | -95.1% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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