+212.3%
BMNR vs GGLL
+202.5%
+9.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -8.5% | -5.8% | -2.7% | -8.8% |
| 30D | +33.8% | -7.2% | +41.0% | +33.1% |
| 3M | +54.7% | -17.5% | +72.3% | +53.1% |
| 6M | +16.7% | +5.1% | +11.7% | +23.7% |
| YTD | -10.9% | -1.3% | -9.5% | -8.1% |
| 1Y | -46.9% | +60.2% | -107.1% | +10.2% |
| All | +212.3% | +202.5% | +9.9% | +7,816.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling