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  • FLR vs GPC✓SelectedUSD · GPCFLR vs GPC performance historyLatest closeAs of-2.33%09/04
Stock and ETF performance explorer

FLR vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35.4%
GPC return
+0.2%
Excess return
+35.2%
Maximum drawdown
-21.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D-2.3%+0.3%-2.7%-2.3%
7D+5.4%+0.4%+5.0%+5.4%
30D+11.4%+5.1%+6.2%+11.4%
3M+11.4%+41.5%-30.1%+9.0%
6M+16.6%+21.8%-5.2%+12.5%
YTD+41.7%+14.6%+27.2%+26.2%
1Y+35.4%+1.3%+34.2%+24.1%
All+35.4%+0.2%+35.2%+24.1%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling