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  • CME vs GFI✓SelectedUSD · GFICME vs GFI performance historyLatest closeAs of-1.09%09/08
Stock and ETF performance explorer

CME vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,706.3%
GFI return
+572.5%
Excess return
+6,133.9%
Maximum drawdown
-77.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-1.1%-0.4%-0.6%-1.1%
7D-2.9%+5.7%-8.5%-3.3%
30D+5.5%+15.6%-10.1%+4.2%
3M+11.0%+31.5%-20.6%+8.2%
6M-9.7%-3.7%-6.0%-10.1%
YTD+4.9%+11.2%-6.4%+2.7%
1Y+10.1%+36.4%-26.3%+5.5%
3Y+53.5%+313.5%-260.0%+31.5%
5Y+77.2%+528.0%-450.8%+43.0%
10Y+282.1%+1,021.4%-739.3%+170.9%
All+6,706.3%+572.5%+6,133.9%+4,208.3%

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