+126.9%
BMNR vs GLDM
+14.6%
+112.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.9% |
| 7D | -6.3% | -4.6% | -1.7% | +0.9% |
| 30D | -21.0% | -5.5% | -15.5% | -13.6% |
| 3M | -3.9% | -10.9% | +7.0% | +17.1% |
| 6M | -17.0% | -17.3% | +0.3% | +15.3% |
| YTD | -35.2% | -10.2% | -25.1% | -39.1% |
| 1Y | -51.9% | -6.9% | -45.0% | -62.0% |
| All | +126.9% | +14.6% | +112.3% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 all: compounded portfolio wealth divided by compounded GLDM 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…
all analysis · Full analysis span regression · 6 months rolling