-40.8%
BMNR vs GTLB
+14.4%
-55.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.9% |
| 7D | +4.9% | +11.1% | -6.1% | +1.6% |
| 30D | +35.5% | +37.8% | -2.3% | +22.4% |
| 3M | +39.6% | +61.6% | -22.0% | +19.5% |
| 6M | +18.2% | +98.9% | -80.7% | -6.9% |
| YTD | -8.0% | +32.8% | -40.8% | -12.5% |
| 1Y | -40.8% | +14.7% | -55.5% | -37.8% |
| All | -40.8% | +14.4% | -55.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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