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  • GLW vs FDS✓SelectedUSD · FDSGLW vs FDS performance historyLatest closeAs of+7.56%09/08
Stock and ETF performance explorer

GLW vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+837.6%
FDS return
+77.6%
Excess return
+760.1%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+7.6%-4.3%+11.8%+8.4%
7D+14.0%-5.4%+19.4%+15.1%
30D+0.4%+1.6%-1.2%-0.4%
3M-11.3%+17.7%-29.1%-16.4%
6M+35.1%+29.1%+6.0%+20.5%
YTD+90.5%+1.0%+89.6%+84.6%
1Y+132.0%-21.6%+153.7%+148.8%
3Y+463.3%-30.1%+493.4%+525.5%
5Y+382.5%-20.7%+403.2%+387.4%
10Y+837.6%+78.3%+759.4%+488.7%
All+837.6%+77.6%+760.1%+488.7%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling