+24.8%
GDX vs BMNR
-46.4%
+71.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.8% | +3.2% | +7.5% |
| 7D | +0.8% | -1.5% | +2.2% | +1.1% |
| 30D | -3.2% | -18.9% | +15.7% | +1.6% |
| 3M | +8.6% | +20.1% | -11.5% | +2.9% |
| 6M | -1.2% | -4.7% | +3.4% | -2.8% |
| YTD | -1.4% | -20.0% | +18.6% | -2.4% |
| 1Y | +24.8% | -44.9% | +69.7% | +29.6% |
| All | +24.8% | -46.4% | +71.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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