+123.2%
GLW vs BMNR
-42.5%
+165.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.6% | +11.3% | +6.9% |
| 7D | +3.8% | +4.9% | -1.1% | +2.2% |
| 30D | -1.3% | +35.5% | -36.8% | -8.7% |
| 3M | -21.8% | +39.6% | -61.4% | -28.3% |
| 6M | +6.9% | +18.2% | -11.3% | +1.2% |
| YTD | +77.2% | -8.0% | +85.2% | +72.0% |
| 1Y | +123.2% | -40.8% | +164.0% | +135.9% |
| All | +123.2% | -42.5% | +165.8% | +135.9% |
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