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  • FLEX vs GWRE✓SelectedUSD · GWREFLEX vs GWRE performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,049.7%
GWRE return
+869.7%
Excess return
+1,180.0%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D+1.5%-19.9%+21.4%+6.7%
7D-0.9%-21.1%+20.2%+4.5%
30D-10.1%+1.3%-11.5%-11.8%
3M-31.3%+7.4%-38.8%-35.1%
6M+71.3%+5.6%+65.7%+57.5%
YTD+81.2%-19.2%+100.4%+81.1%
1Y+98.5%-25.1%+123.6%+101.0%
3Y+428.2%+87.7%+340.5%+268.6%
5Y+657.3%+32.0%+625.2%+483.4%
10Y+995.9%+157.8%+838.2%+585.3%
All+2,049.7%+869.7%+1,180.0%+1,076.8%

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