+224.8%
GLW vs BMNR
+233.9%
-9.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +11.7% | -8.5% | +20.2% | +11.8% |
| 30D | +2.7% | +33.8% | -31.1% | +2.5% |
| 3M | -2.8% | +54.7% | -57.6% | -3.1% |
| 6M | +20.2% | +16.7% | +3.4% | +20.0% |
| YTD | +87.3% | -10.9% | +98.1% | +87.2% |
| 1Y | +119.6% | -46.9% | +166.5% | +119.7% |
| All | +224.8% | +233.9% | -9.1% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling