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  • GPC vs ALM✓SelectedUSD · ALMGPC vs ALM performance historyLatest closeAs of+1.12%09/04
Stock and ETF performance explorer

GPC vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+156.4%
ALM return
+7,705.7%
Excess return
-7,549.4%
Maximum drawdown
-54.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+1.1%-1.5%+2.6%+1.1%
7D+1.2%-2.6%+3.8%+1.2%
30D+6.0%+32.0%-26.0%+6.0%
3M+42.6%-15.0%+57.7%+42.6%
6M+22.8%-10.1%+32.9%+22.8%
YTD+15.5%+99.4%-84.0%+15.4%
1Y+2.0%+316.4%-314.3%+2.0%
3Y-1.4%+2,022.0%-2,023.4%-1.4%
5Y+30.6%+941.2%-910.6%+30.6%
10Y+80.6%+2,950.3%-2,869.7%+81.0%
All+156.4%+7,705.7%-7,549.4%+159.8%

Cumulative growth

Daily Returns

Daily percentage return beside ALM.

Daily Out/Under-Performance

Portfolio return minus ALM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALM 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 ALM 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