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  • GLW vs FLR✓SelectedUSD · FLRGLW vs FLR performance historyLatest closeAs of+1.51%09/09
Stock and ETF performance explorer

GLW vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+867.9%
FLR return
+17.1%
Excess return
+850.8%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D+1.5%-3.2%+4.7%+2.2%
7D+16.9%-3.1%+20.0%+17.6%
30D+7.0%+4.9%+2.0%+5.8%
3M-3.0%+10.8%-13.8%-4.8%
6M+31.0%+19.7%+11.3%+26.6%
YTD+93.4%+38.4%+55.1%+81.9%
1Y+134.7%+34.7%+100.1%+121.5%
3Y+471.8%+56.7%+415.1%+411.1%
5Y+394.5%+241.6%+152.8%+277.2%
10Y+867.9%+20.2%+847.7%+797.2%
All+867.9%+17.1%+850.8%+797.2%

Cumulative growth

Daily Returns

Daily percentage return beside FLR.

Daily Out/Under-Performance

Portfolio return minus FLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLR 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 FLR 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