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

GLW vs XLI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+867.9%
XLI return
+250.3%
Excess return
+617.6%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioXLIExcessAlpha
1D+1.5%-1.5%+3.0%+3.2%
7D+16.9%-0.6%+17.5%+17.6%
30D+7.0%-6.9%+13.9%+16.3%
3M-3.0%-1.9%-1.0%+0.6%
6M+31.0%+1.0%+30.0%+33.1%
YTD+93.4%+11.3%+82.1%+78.0%
1Y+134.7%+15.8%+118.9%+107.9%
3Y+471.8%+69.8%+402.0%+234.3%
5Y+394.5%+80.9%+313.6%+169.5%
10Y+867.9%+257.2%+610.7%+176.3%
All+867.9%+250.3%+617.6%+176.3%

Cumulative growth

Daily Returns

Daily percentage return beside XLI.

Daily Out/Under-Performance

Portfolio return minus XLI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × XLI 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 XLI 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