-40.8%
BMNR vs GGLL
+80.0%
-120.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.8% |
| 7D | +4.9% | -4.8% | +9.7% | +6.8% |
| 30D | +35.5% | -13.7% | +49.2% | +42.5% |
| 3M | +39.6% | -21.9% | +61.4% | +50.4% |
| 6M | +18.2% | +11.7% | +6.6% | +3.1% |
| YTD | -8.0% | +2.3% | -10.3% | -17.5% |
| 1Y | -40.8% | +76.2% | -117.0% | -59.6% |
| All | -40.8% | +80.0% | -120.8% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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