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  • CLX vs GFI✓SelectedUSD · GFICLX vs GFI performance historyLatest closeAs of-2.16%09/09
Stock and ETF performance explorer

CLX vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,245.9%
GFI return
+682.6%
Excess return
+1,563.4%
Maximum drawdown
-56.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-2.2%-0.3%-1.8%-2.2%
7D-4.9%+4.7%-9.6%-5.0%
30D-15.8%+14.4%-30.2%-16.0%
3M-7.9%+32.5%-40.4%-8.3%
6M-19.0%-7.2%-11.9%-19.1%
YTD-7.9%+10.9%-18.8%-8.1%
1Y-25.4%+35.5%-60.8%-25.7%
3Y-35.0%+312.1%-347.1%-36.2%
5Y-36.8%+524.6%-561.3%-38.4%
10Y-1.4%+1,092.7%-1,094.2%-4.3%
All+2,245.9%+682.6%+1,563.4%+2,293.4%

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