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  • FDX vs GPC✓SelectedUSD · GPCFDX vs GPC performance historyLatest closeAs of-0.55%09/04
Stock and ETF performance explorer

FDX vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,087.3%
GPC return
+2,341.8%
Excess return
+1,745.5%
Maximum drawdown
-71.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D-0.6%+0.3%-0.9%-0.7%
7D-2.5%+0.4%-2.9%-2.8%
30D+3.8%+5.1%-1.4%+1.0%
3M-1.3%+41.5%-42.8%-19.1%
6M+5.0%+21.8%-16.8%-7.2%
YTD+39.6%+14.6%+25.1%+25.9%
1Y+81.1%+1.3%+79.9%+74.5%
3Y+63.0%-1.4%+64.5%+52.7%
5Y+65.6%+30.6%+35.0%+30.0%
10Y+183.4%+80.6%+102.7%+75.1%
All+4,087.3%+2,341.8%+1,745.5%+550.3%

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