Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AXP vs GFI✓SelectedUSD · GFIAXP vs GFI performance historyLatest closeAs of-1.11%09/04
Stock and ETF performance explorer

AXP vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,610.0%
GFI return
+688.7%
Excess return
+5,921.3%
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-1.1%-1.6%+0.5%-1.0%
7D-2.1%+3.1%-5.2%-2.3%
30D-6.5%+27.1%-33.7%-7.6%
3M+4.6%+21.2%-16.5%+3.6%
6M+5.4%-4.5%+9.9%+5.3%
YTD-11.1%+11.7%-22.8%-12.1%
1Y-0.3%+46.0%-46.4%-2.7%
3Y+111.6%+309.6%-198.0%+95.2%
5Y+117.6%+506.0%-388.5%+94.8%
10Y+474.1%+1,009.2%-535.1%+384.7%
All+6,610.0%+688.7%+5,921.3%+5,867.6%

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