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  • ACGL vs GFI✓SelectedUSD · GFIACGL vs GFI performance historyLatest closeAs of-1.73%09/04
Stock and ETF performance explorer

ACGL vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,269.4%
GFI return
+586.1%
Excess return
+3,683.2%
Maximum drawdown
-54.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-1.7%-1.6%-0.2%-1.7%
7D-0.7%+3.1%-3.9%-0.8%
30D-1.0%+27.1%-28.1%-1.7%
3M+11.0%+21.2%-10.1%+10.3%
6M-0.3%-4.5%+4.2%-0.4%
YTD+2.3%+11.7%-9.5%+1.5%
1Y+6.4%+46.0%-39.7%+4.6%
3Y+34.0%+309.6%-275.6%+26.7%
5Y+161.6%+506.0%-344.4%+142.4%
10Y+278.6%+1,009.2%-730.6%+235.8%
All+4,269.4%+586.1%+3,683.2%+3,805.1%

Cumulative growth

Daily Returns

Daily percentage return beside GFI.

Daily Out/Under-Performance

Portfolio return minus GFI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GFI 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 GFI 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