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  • FITB vs GFI✓SelectedUSD · GFIFITB vs GFI performance historyLatest closeAs of-0.59%09/09
Stock and ETF performance explorer

FITB vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,859.0%
GFI return
+682.6%
Excess return
+2,176.4%
Maximum drawdown
-98.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-0.6%-0.3%-0.2%-0.6%
7D-0.4%+4.7%-5.1%-0.5%
30D-5.1%+14.4%-19.6%-5.5%
3M+3.5%+32.5%-29.0%+2.7%
6M+17.2%-7.2%+24.4%+17.2%
YTD+17.6%+10.9%+6.8%+16.9%
1Y+23.4%+35.5%-12.1%+21.8%
3Y+129.7%+312.1%-182.4%+118.9%
5Y+68.4%+524.6%-456.2%+57.3%
10Y+285.6%+1,092.7%-807.1%+245.4%
All+2,859.0%+682.6%+2,176.4%+2,727.6%

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