+24.5%
GLD vs BMNR
-42.5%
+67.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | -0.3% |
| 7D | -0.5% | +4.9% | -5.4% | -1.1% |
| 30D | +4.4% | +35.5% | -31.1% | +1.2% |
| 3M | -1.1% | +39.6% | -40.7% | -4.8% |
| 6M | -13.8% | +18.2% | -32.0% | -16.3% |
| YTD | +2.6% | -8.0% | +10.7% | +0.4% |
| 1Y | +24.5% | -40.8% | +65.3% | +25.2% |
| All | +24.5% | -42.5% | +67.0% | +25.2% |
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