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  • CTSH vs GFI✓SelectedUSD · GFICTSH vs GFI performance historyLatest closeAs of-3.84%09/08
Stock and ETF performance explorer

CTSH vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+32,929.6%
GFI return
+1,695.4%
Excess return
+31,234.2%
Maximum drawdown
-71.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-3.8%-0.4%-3.4%-3.8%
7D-5.5%+5.7%-11.1%-5.8%
30D+4.5%+15.6%-11.1%+3.6%
3M+13.7%+31.5%-17.8%+11.7%
6M-8.4%-3.7%-4.7%-8.7%
YTD-26.5%+11.2%-37.7%-27.6%
1Y-13.9%+36.4%-50.3%-16.6%
3Y-11.3%+313.5%-324.9%-20.9%
5Y-14.8%+528.0%-542.9%-27.1%
10Y+22.5%+1,021.4%-998.9%-3.3%
All+32,929.6%+1,695.4%+31,234.2%+20,915.2%

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