+31.0%
GLW vs BMNR
+22.5%
+8.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.0% |
| 7D | +16.9% | +5.0% | +11.9% | +14.8% |
| 30D | +7.0% | +33.8% | -26.8% | -2.8% |
| 3M | -3.0% | +49.4% | -52.4% | -13.7% |
| 6M | +31.0% | +17.0% | +14.0% | +27.9% |
| All | +31.0% | +22.5% | +8.5% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling