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  • CRS vs GFI✓SelectedUSD · GFICRS vs GFI performance historyLatest closeAs of-2.22%09/10
Stock and ETF performance explorer

CRS vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,611.2%
GFI return
+660.1%
Excess return
+8,951.1%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-2.2%-2.9%+0.6%-1.9%
7D-4.1%-5.1%+1.0%-3.5%
30D-16.6%+13.4%-30.0%-17.9%
3M-14.3%+36.2%-50.5%-17.5%
6M+11.6%-9.8%+21.4%+12.1%
YTD+42.6%+7.7%+34.9%+39.8%
1Y+81.8%+27.2%+54.6%+74.1%
3Y+632.1%+300.3%+331.8%+503.0%
5Y+1,401.6%+539.8%+861.9%+1,046.7%
10Y+1,379.0%+1,058.5%+320.5%+873.5%
All+9,611.2%+660.1%+8,951.1%+6,108.2%

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