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  • GPC vs BG✓SelectedUSD · BGGPC vs BG performance historyLatest closeAs of+0.88%09/09
Stock and ETF performance explorer

GPC vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+31.1%
BG return
+84.9%
Excess return
-53.8%
Maximum drawdown
-45.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D+0.9%-0.3%+1.2%+0.9%
7D-0.6%+0.5%-1.1%-0.8%
30D+1.3%+10.3%-9.0%-0.9%
3M+37.1%-1.9%+39.0%+37.1%
6M+23.2%+5.2%+17.9%+20.8%
YTD+13.1%+41.2%-28.1%+3.0%
1Y+0.9%+50.5%-49.7%-9.9%
3Y-0.8%+19.9%-20.7%-8.2%
5Y+31.1%+86.7%-55.6%-1.8%
All+31.1%+84.9%-53.8%-1.8%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…

5y analysis · Full analysis span regression · 6 months rolling