-54.8%
BMNR vs GWRE
-26.6%
-28.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.8% | -1.0% | -3.8% | -4.5% |
| 30D | -22.6% | -3.9% | -18.7% | -22.1% |
| 3M | -1.1% | -5.7% | +4.6% | 0.0% |
| 6M | -16.1% | +16.2% | -32.2% | -17.2% |
| YTD | -31.5% | -20.0% | -11.5% | -38.4% |
| All | -54.8% | -26.6% | -28.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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