-40.8%
BMNR vs GME
-15.8%
-25.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +4.9% | +7.2% | -2.3% | +2.0% |
| 30D | +35.5% | +0.8% | +34.7% | +35.0% |
| 3M | +39.6% | -14.0% | +53.5% | +47.5% |
| 6M | +18.2% | -19.7% | +38.0% | +26.1% |
| YTD | -8.0% | -4.6% | -3.4% | -15.1% |
| 1Y | -40.8% | -14.3% | -26.4% | -39.3% |
| All | -40.8% | -15.8% | -25.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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