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  • EXPE vs GFI✓SelectedUSD · GFIEXPE vs GFI performance historyLatest closeAs of-7.88%09/08
Stock and ETF performance explorer

EXPE vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+779.7%
GFI return
+651.5%
Excess return
+128.3%
Maximum drawdown
-82.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-7.9%-0.4%-7.4%-7.8%
7D-9.8%+5.7%-15.4%-10.2%
30D-11.5%+15.6%-27.1%-12.8%
3M+21.7%+31.5%-9.8%+18.3%
6M+10.4%-3.7%+14.1%+9.9%
YTD-2.5%+11.2%-13.8%-4.8%
1Y+27.3%+36.4%-9.0%+21.4%
3Y+153.5%+313.5%-160.0%+113.2%
5Y+91.1%+528.0%-436.9%+51.0%
10Y+153.1%+1,021.4%-868.3%+77.5%
All+779.7%+651.5%+128.3%+536.0%

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