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  • GLW vs BP✓SelectedUSD · BPGLW vs BP performance historyLatest closeAs of+5.68%09/04
Stock and ETF performance explorer

GLW vs BP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,542.6%
BP return
+1,327.5%
Excess return
+3,215.1%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBPExcessAlpha
1D+5.7%+0.5%+5.2%+5.5%
7D+3.8%+3.9%-0.2%+2.2%
30D-1.3%+7.6%-9.0%-4.3%
3M-21.8%+0.7%-22.5%-22.6%
6M+6.9%+15.5%-8.6%-0.8%
YTD+77.2%+30.8%+46.3%+56.4%
1Y+123.2%+34.3%+88.9%+94.6%
3Y+400.0%+35.1%+364.9%+325.2%
5Y+342.8%+126.8%+216.0%+197.0%
10Y+771.4%+123.4%+648.0%+453.3%
All+4,542.6%+1,327.5%+3,215.1%+1,700.1%

Cumulative growth

Daily Returns

Daily percentage return beside BP.

Daily Out/Under-Performance

Portfolio return minus BP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BP 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 BP 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