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  • GD vs GFI✓SelectedUSD · GFIGD vs GFI performance historyLatest closeAs of-1.10%09/09
Stock and ETF performance explorer

GD vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+192.2%
GFI return
+1,023.9%
Excess return
-831.7%
Maximum drawdown
-51.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-1.1%-0.3%-0.8%-1.1%
7D-3.1%+4.7%-7.8%-3.3%
30D-10.9%+14.4%-25.4%-11.3%
3M+2.5%+32.5%-30.0%+1.5%
6M-1.7%-7.2%+5.5%-1.8%
YTD+6.1%+10.9%-4.7%+5.4%
1Y+11.7%+35.5%-23.8%+10.3%
3Y+71.8%+312.1%-240.3%+64.8%
5Y+92.2%+524.6%-432.4%+82.9%
10Y+192.2%+1,092.7%-900.6%+190.1%
All+192.2%+1,023.9%-831.7%+190.1%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling