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  • DRI vs GPC✓SelectedUSD · GPCDRI vs GPC performance historyLatest closeAs of-0.53%09/04
Stock and ETF performance explorer

DRI vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,085.5%
GPC return
+1,386.9%
Excess return
+5,698.6%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D-0.5%+1.1%-1.6%-1.2%
7D+0.6%+1.2%-0.6%-0.1%
30D+3.8%+6.0%-2.1%+0.4%
3M+13.0%+42.6%-29.6%-8.8%
6M+8.3%+22.8%-14.4%-5.5%
YTD+20.6%+15.5%+5.2%+7.2%
1Y+6.5%+2.0%+4.4%+1.6%
3Y+53.7%-1.4%+55.1%+41.6%
5Y+72.7%+30.6%+42.1%+30.8%
10Y+363.2%+80.6%+282.5%+178.5%
All+7,085.5%+1,386.9%+5,698.6%+1,376.6%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC 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 GPC 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