+82.0%
GDX vs BMNR
+233.9%
-151.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | -5.4% | -8.5% | +3.1% | -5.3% |
| 30D | +6.6% | +33.8% | -27.2% | +6.4% |
| 3M | +30.1% | +54.7% | -24.6% | +29.7% |
| 6M | -7.1% | +16.7% | -23.8% | -7.2% |
| YTD | +12.0% | -10.9% | +22.8% | +11.9% |
| 1Y | +41.2% | -46.9% | +88.1% | +41.3% |
| All | +82.0% | +233.9% | -151.9% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling