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  • GRMN vs FLR✓SelectedUSD · FLRGRMN vs FLR performance historyLatest closeAs of-0.49%09/08
Stock and ETF performance explorer

GRMN vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,214.8%
FLR return
+398.8%
Excess return
+4,816.0%
Maximum drawdown
-87.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D-0.5%+0.8%-1.3%-0.7%
7D+0.2%+0.7%-0.5%0.0%
30D-11.3%-0.7%-10.7%-11.4%
3M+17.7%+14.3%+3.4%+13.1%
6M+14.2%+25.6%-11.4%+6.7%
YTD+37.0%+42.9%-5.8%+24.3%
1Y+17.0%+38.7%-21.8%+6.3%
3Y+183.2%+61.8%+121.4%+138.4%
5Y+77.3%+254.1%-176.8%+20.5%
10Y+630.9%+20.0%+610.8%+445.2%
All+5,214.8%+398.8%+4,816.0%+2,214.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling