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  • FTNT vs GFI✓SelectedUSD · GFIFTNT vs GFI performance historyLatest closeAs of-1.75%09/11
Stock and ETF performance explorer

FTNT vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,290.5%
GFI return
+403.8%
Excess return
+8,886.6%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-1.8%-1.3%-0.5%-1.7%
7D-0.1%-4.9%+4.7%+0.1%
30D-3.0%+10.7%-13.7%-3.5%
3M+7.6%+25.6%-18.0%+6.2%
6M+87.0%-8.3%+95.2%+86.9%
YTD+96.5%+6.3%+90.2%+94.6%
1Y+92.9%+22.1%+70.9%+89.4%
3Y+139.8%+289.2%-149.3%+119.8%
5Y+151.3%+531.7%-380.3%+121.2%
10Y+2,082.2%+1,043.8%+1,038.4%+1,756.2%
All+9,290.5%+403.8%+8,886.6%+8,714.3%

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