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  • FIVE vs GWRE✓SelectedUSD · GWREFIVE vs GWRE performance historyLatest closeAs of+0.74%09/08
Stock and ETF performance explorer

FIVE vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+858.8%
GWRE return
+457.4%
Excess return
+401.4%
Maximum drawdown
-76.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D+0.7%-7.8%+8.6%+3.1%
7D+3.7%-25.6%+29.2%+11.7%
30D+4.0%-12.2%+16.2%+6.1%
3M+36.2%+17.7%+18.5%+24.9%
6M+18.0%-11.3%+29.4%+16.5%
YTD+34.9%-25.5%+60.4%+39.8%
1Y+67.9%-42.8%+110.7%+90.7%
3Y+57.3%+59.0%-1.7%+17.4%
5Y+39.5%+21.6%+17.9%+11.5%
10Y+496.4%+139.2%+357.2%+279.3%
All+858.8%+457.4%+401.4%+427.5%

Cumulative growth

Daily Returns

Daily percentage return beside GWRE.

Daily Out/Under-Performance

Portfolio return minus GWRE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GWRE 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 GWRE 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