+40.6%
GLW vs BMNR
-46.4%
+87.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.8% | -11.7% | -7.2% |
| 7D | -9.5% | -1.5% | -8.0% | -9.3% |
| 30D | -25.5% | -18.9% | -6.6% | -22.1% |
| 3M | -25.6% | +20.1% | -45.6% | -30.0% |
| 6M | -25.5% | -4.7% | -20.8% | -25.9% |
| YTD | +36.4% | -20.0% | +56.3% | +35.3% |
| 1Y | +40.6% | -44.9% | +85.5% | +46.9% |
| All | +40.6% | -46.4% | +87.0% | +46.9% |
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 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