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  • GEN vs GFI✓SelectedUSD · GFIGEN vs GFI performance historyLatest closeAs of-2.74%09/08
Stock and ETF performance explorer

GEN vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,067.0%
GFI return
+685.3%
Excess return
+7,381.7%
Maximum drawdown
-87.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-2.7%-0.4%-2.3%-2.7%
7D-0.7%+5.7%-6.4%-0.9%
30D+2.6%+15.6%-13.0%+2.0%
3M+15.8%+31.5%-15.7%+14.3%
6M+33.1%-3.7%+36.9%+32.9%
YTD+11.3%+11.2%+0.1%+10.2%
1Y+1.7%+36.4%-34.7%-0.4%
3Y+58.1%+313.5%-255.4%+46.7%
5Y+20.6%+528.0%-507.4%+9.0%
10Y+149.0%+1,021.4%-872.4%+115.1%
All+8,067.0%+685.3%+7,381.7%+6,853.6%

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