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  • DE vs GFI✓SelectedUSD · GFIDE vs GFI performance historyLatest closeAs of+0.11%09/10
Stock and ETF performance explorer

DE vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,278.6%
GFI return
+660.1%
Excess return
+13,618.5%
Maximum drawdown
-73.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+0.1%-2.9%+3.0%+0.3%
7D-2.4%-5.1%+2.8%-2.0%
30D+9.7%+13.4%-3.7%+8.7%
3M+21.4%+36.2%-14.9%+18.4%
6M+15.0%-9.8%+24.8%+15.2%
YTD+46.4%+7.7%+38.7%+44.5%
1Y+45.6%+27.2%+18.4%+41.5%
3Y+76.8%+300.3%-223.5%+56.1%
5Y+99.4%+539.8%-440.4%+67.3%
10Y+864.6%+1,058.5%-193.9%+632.8%
All+14,278.6%+660.1%+13,618.5%+10,461.8%

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