Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FLEX vs GPC✓SelectedUSD · GPCFLEX vs GPC performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,917.6%
GPC return
+1,498.9%
Excess return
+6,418.7%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D+1.5%+1.1%+0.4%+0.7%
7D-0.9%+1.2%-2.1%-1.7%
30D-10.1%+6.0%-16.1%-13.9%
3M-31.3%+42.6%-74.0%-48.6%
6M+71.3%+22.8%+48.5%+42.2%
YTD+81.2%+15.5%+65.8%+53.7%
1Y+98.5%+2.0%+96.4%+83.0%
3Y+428.2%-1.4%+429.7%+360.0%
5Y+657.3%+30.6%+626.7%+420.3%
10Y+995.9%+80.6%+915.3%+445.0%
All+7,917.6%+1,498.9%+6,418.7%+763.7%

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