-47.6%
BMNR vs GME
-11.9%
-35.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +2.0% |
| 7D | +0.2% | +10.4% | -10.1% | -3.5% |
| 30D | +39.9% | +14.1% | +25.8% | +32.9% |
| 3M | +51.5% | -4.6% | +56.2% | +53.4% |
| 6M | +18.9% | -13.5% | +32.4% | +22.9% |
| YTD | -7.8% | +5.3% | -13.1% | -17.9% |
| 1Y | -47.6% | -14.9% | -32.7% | -47.3% |
| All | -47.6% | -11.9% | -35.7% | -47.3% |
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