+74.1%
GS vs BMNR
+234.0%
-160.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.7% |
| 7D | +2.4% | +5.0% | -2.6% | +2.4% |
| 30D | -0.1% | +33.8% | -33.8% | -0.3% |
| 3M | +0.2% | +49.4% | -49.3% | -0.1% |
| 6M | +24.8% | +17.0% | +7.8% | +24.6% |
| YTD | +18.8% | -10.8% | +29.6% | +18.7% |
| 1Y | +37.3% | -45.7% | +83.0% | +37.4% |
| All | +74.1% | +234.0% | -160.0% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling