+2.8%
GLD vs BMNR
-46.4%
+49.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.2% | +3.0% |
| 7D | -0.3% | -1.5% | +1.2% | -0.1% |
| 30D | -1.9% | -18.9% | +17.0% | +0.3% |
| 3M | -0.4% | +20.1% | -20.5% | -3.0% |
| 6M | -10.2% | -4.7% | -5.5% | -11.4% |
| YTD | -6.0% | -20.0% | +14.0% | -7.1% |
| 1Y | +2.8% | -44.9% | +47.7% | +2.6% |
| All | +2.8% | -46.4% | +49.2% | +2.6% |
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