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  • CP vs GFI✓SelectedUSD · GFICP vs GFI performance historyLatest closeAs of-0.51%09/08
Stock and ETF performance explorer

CP vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,500.7%
GFI return
+685.3%
Excess return
+6,815.5%
Maximum drawdown
-69.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-0.5%-0.4%-0.1%-0.5%
7D+2.4%+5.7%-3.2%+2.1%
30D-0.5%+15.6%-16.1%-1.5%
3M+1.4%+31.5%-30.1%-0.5%
6M+10.3%-3.7%+14.0%+10.0%
YTD+24.3%+11.2%+13.1%+22.5%
1Y+20.4%+36.4%-15.9%+16.9%
3Y+21.8%+313.5%-291.7%+8.9%
5Y+31.5%+528.0%-496.5%+13.0%
10Y+223.2%+1,021.4%-798.2%+156.5%
All+7,500.7%+685.3%+6,815.5%+5,553.0%

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