+40.2%
GDX vs BMNR
-46.4%
+86.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.4% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +6.8% | +39.9% | -33.2% | -0.9% |
| 3M | +24.9% | +51.5% | -26.6% | +13.6% |
| 6M | -4.2% | +18.9% | -23.1% | -9.3% |
| YTD | +13.2% | -7.8% | +21.0% | +9.2% |
| 1Y | +40.2% | -47.6% | +87.8% | +40.5% |
| All | +40.2% | -46.4% | +86.6% | +40.5% |
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