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  • ALB vs GFI✓SelectedUSD · GFIALB vs GFI performance historyLatest closeAs of-2.82%09/09
Stock and ETF performance explorer

ALB vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,877.1%
GFI return
+872.0%
Excess return
+2,005.2%
Maximum drawdown
-83.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-2.8%-0.3%-2.5%-2.8%
7D-8.6%+4.7%-13.3%-9.0%
30D-4.0%+14.4%-18.5%-5.4%
3M-17.4%+32.5%-49.9%-19.8%
6M-25.4%-7.2%-18.2%-25.3%
YTD-10.5%+10.9%-21.4%-11.9%
1Y+75.8%+35.5%+40.4%+70.0%
3Y-28.5%+312.1%-340.6%-38.3%
5Y-45.1%+524.6%-569.7%-55.2%
10Y+87.3%+1,092.7%-1,005.4%+35.9%
All+2,877.1%+872.0%+2,005.2%+1,817.5%

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