Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GFI vs CRL✓SelectedUSD · CRLGFI vs CRL performance historyLatest closeAs of-0.44%09/08
Stock and ETF performance explorer

GFI vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,380.3%
CRL return
+1,339.8%
Excess return
+1,040.5%
Maximum drawdown
-89.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-0.4%-2.7%+2.2%-0.1%
7D+5.7%-0.6%+6.2%+5.7%
30D+15.6%+5.0%+10.6%+15.0%
3M+31.5%+50.6%-19.1%+25.2%
6M-3.7%+60.9%-64.6%-9.3%
YTD+11.2%+40.7%-29.5%+6.2%
1Y+36.4%+73.3%-36.9%+26.8%
3Y+313.5%+40.6%+273.0%+285.7%
5Y+528.0%-37.0%+565.0%+535.7%
10Y+1,021.4%+244.3%+777.2%+801.9%
All+2,380.3%+1,339.8%+1,040.5%+1,506.7%

Cumulative growth

Daily Returns

Daily percentage return beside CRL.

Daily Out/Under-Performance

Portfolio return minus CRL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRL 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 CRL 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