+219.7%
BMNR vs GLDM
+28.9%
+190.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +2.1% |
| 7D | +6.0% | +0.7% | +5.2% | +5.0% |
| 30D | +31.6% | +0.3% | +31.3% | +32.3% |
| 3M | +47.0% | +0.7% | +46.3% | +47.9% |
| 6M | +31.2% | -15.4% | +46.6% | +75.8% |
| YTD | -8.8% | +1.0% | -9.8% | -28.9% |
| 1Y | -43.4% | +19.7% | -63.2% | -91.3% |
| All | +219.7% | +28.9% | +190.8% | -98.9% |
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