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  • FICO vs GFI✓SelectedUSD · GFIFICO vs GFI performance historyLatest closeAs of+5.35%09/09
Stock and ETF performance explorer

FICO vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+113.0%
GFI return
+512.6%
Excess return
-399.6%
Maximum drawdown
-61.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+5.3%-0.3%+5.7%+5.4%
7D-10.6%+4.7%-15.3%-10.8%
30D-6.3%+14.4%-20.8%-7.0%
3M-19.7%+32.5%-52.3%-20.9%
6M-31.8%-7.2%-24.6%-31.7%
YTD-41.8%+10.9%-52.7%-42.7%
1Y-36.4%+35.5%-71.9%-38.5%
3Y+9.3%+312.1%-302.8%-5.2%
5Y+113.0%+524.6%-411.6%+78.8%
All+113.0%+512.6%-399.6%+78.8%

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 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