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  • F vs GFI✓SelectedUSD · GFIF vs GFI performance historyLatest closeAs of-3.93%09/09
Stock and ETF performance explorer

F vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+43.7%
GFI return
+512.6%
Excess return
-468.9%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-3.9%-0.3%-3.6%-3.9%
7D-4.9%+4.7%-9.6%-5.1%
30D-2.9%+14.4%-17.3%-3.7%
3M-9.1%+32.5%-41.6%-10.7%
6M+12.9%-7.2%+20.1%+12.7%
YTD+6.1%+10.9%-4.8%+5.0%
1Y+22.5%+35.5%-12.9%+20.0%
3Y+32.1%+312.1%-280.1%+21.8%
5Y+43.7%+524.6%-480.8%+38.5%
All+43.7%+512.6%-468.9%+38.5%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling