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  • FIS vs GFI✓SelectedUSD · GFIFIS vs GFI performance historyLatest closeAs of-3.42%09/09
Stock and ETF performance explorer

FIS vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+333.1%
GFI return
+1,866.4%
Excess return
-1,533.3%
Maximum drawdown
-72.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-3.4%-0.3%-3.1%-3.4%
7D-9.1%+4.7%-13.8%-9.3%
30D-10.4%+14.4%-24.9%-11.1%
3M-3.7%+32.5%-36.2%-5.2%
6M-24.8%-7.2%-17.6%-24.8%
YTD-41.6%+10.9%-52.4%-42.3%
1Y-42.7%+35.5%-78.2%-44.2%
3Y-26.2%+312.1%-338.4%-33.2%
5Y-66.1%+524.6%-590.7%-70.4%
10Y-40.9%+1,092.7%-1,133.6%-52.0%
All+333.1%+1,866.4%-1,533.3%+291.4%

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