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

GLW vs BR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+927.1%
BR return
+1,321.0%
Excess return
-393.9%
Maximum drawdown
-71.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBRExcessAlpha
1D+5.7%-3.4%+9.1%+7.3%
7D+3.8%-5.3%+9.0%+6.3%
30D-1.3%+6.4%-7.8%-4.9%
3M-21.8%+13.6%-35.4%-28.2%
6M+6.9%-6.7%+13.6%+6.1%
YTD+77.2%-21.1%+98.3%+90.2%
1Y+123.2%-29.6%+152.8%+153.7%
3Y+400.0%-2.4%+402.4%+365.4%
5Y+342.8%+11.2%+331.6%+274.0%
10Y+771.4%+191.8%+579.6%+327.3%
All+927.1%+1,321.0%-393.9%+109.5%

Cumulative growth

Daily Returns

Daily percentage return beside BR.

Daily Out/Under-Performance

Portfolio return minus BR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BR 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 BR 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