-47.6%
BMNR vs GNRC
+0.9%
-48.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +2.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +39.9% | -15.7% | +55.6% | +51.0% |
| 3M | +51.5% | -27.3% | +78.8% | +71.0% |
| 6M | +18.9% | -12.1% | +31.0% | +15.8% |
| YTD | -7.8% | +37.1% | -44.9% | -38.9% |
| 1Y | -47.6% | -0.5% | -47.1% | -57.0% |
| All | -47.6% | +0.9% | -48.5% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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