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  • ALM vs GWRE✓SelectedUSD · GWREALM vs GWRE performance historyLatest closeAs of-4.13%09/09
Stock and ETF performance explorer

ALM vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,043.4%
GWRE return
+253.0%
Excess return
+7,790.4%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D-4.1%-5.0%+0.9%-3.0%
7D+3.6%-26.2%+29.8%+10.3%
30D+33.8%-17.8%+51.5%+38.1%
3M+14.8%+14.2%+0.5%+7.4%
6M-7.0%-12.9%+5.9%-7.8%
YTD+108.1%-29.2%+137.3%+117.1%
1Y+313.8%-44.4%+358.2%+362.5%
3Y+2,227.6%+51.1%+2,176.5%+1,755.4%
5Y+956.6%+16.5%+940.1%+795.2%
10Y+3,082.3%+131.6%+2,950.7%+1,398.4%
All+8,043.4%+253.0%+7,790.4%-99.9%

Cumulative growth

Daily Returns

Daily percentage return beside GWRE.

Daily Out/Under-Performance

Portfolio return minus GWRE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GWRE 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 GWRE 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