Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GIS vs RF✓SelectedUSD · RFGIS vs RF performance historyLatest closeAs of-1.57%09/08
Stock and ETF performance explorer

GIS vs RF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-18.5%
RF return
+334.9%
Excess return
-353.4%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRFExcessAlpha
1D-1.6%-1.2%-0.4%-1.5%
7D-8.3%+2.7%-10.9%-8.4%
30D+2.2%-3.4%+5.5%+2.4%
3M+15.7%+6.4%+9.3%+15.2%
6M-12.0%+13.4%-25.4%-12.7%
YTD-15.0%+14.2%-29.2%-15.8%
1Y-20.1%+15.7%-35.8%-21.0%
3Y-34.6%+91.3%-125.9%-37.7%
5Y-22.8%+89.8%-112.6%-26.9%
10Y-18.5%+336.7%-355.2%-27.7%
All-18.5%+334.9%-353.4%-27.7%

Cumulative growth

Daily Returns

Daily percentage return beside RF.

Daily Out/Under-Performance

Portfolio return minus RF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RF 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 RF 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