+223.1%
BMNR vs GTLB
-2.4%
+225.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.6% |
| 7D | +0.2% | -5.7% | +5.9% | +2.1% |
| 30D | +39.9% | +15.1% | +24.8% | +33.0% |
| 3M | +51.5% | +65.5% | -13.9% | +25.4% |
| 6M | +18.9% | +102.9% | -84.0% | -12.0% |
| YTD | -7.8% | +25.2% | -33.0% | -10.2% |
| 1Y | -47.6% | -5.5% | -42.1% | -38.6% |
| All | +223.1% | -2.4% | +225.5% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling