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  • GFI vs FDS✓SelectedUSD · FDSGFI vs FDS performance historyLatest closeAs of-0.44%09/08
Stock and ETF performance explorer

GFI vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+656.6%
FDS return
+9,090.7%
Excess return
-8,434.1%
Maximum drawdown
-89.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-0.4%-4.3%+3.8%0.0%
7D+5.7%-5.4%+11.0%+6.2%
30D+15.6%+1.6%+14.0%+15.4%
3M+31.5%+17.7%+13.8%+29.0%
6M-3.7%+29.1%-32.8%-6.9%
YTD+11.2%+1.0%+10.3%+10.1%
1Y+36.4%-21.6%+58.0%+38.3%
3Y+313.5%-30.1%+343.6%+323.2%
5Y+528.0%-20.7%+548.8%+531.4%
10Y+1,021.4%+78.3%+943.1%+933.7%
All+656.6%+9,090.7%-8,434.1%+488.0%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 FDS 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