+55.1%
GS vs BMNR
+142.6%
-87.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.4% |
| 7D | +5.9% | -6.3% | +12.2% | +5.9% |
| 30D | +4.3% | -21.0% | +25.3% | +4.5% |
| 3M | -11.7% | -3.9% | -7.8% | -11.7% |
| 6M | -3.2% | -17.0% | +13.8% | -3.1% |
| YTD | +5.8% | -35.2% | +41.0% | +5.9% |
| 1Y | +16.0% | -51.9% | +67.9% | +16.3% |
| All | +55.1% | +142.6% | -87.5% | +52.5% |
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