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  • GS vs DRI✓SelectedUSD · DRIGS vs DRI performance historyLatest closeAs of+0.07%09/04
Stock and ETF performance explorer

GS vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,064.0%
DRI return
+2,872.0%
Excess return
-808.0%
Maximum drawdown
-78.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+0.1%-0.5%+0.6%+0.3%
7D+0.9%+0.6%+0.4%+0.7%
30D-1.6%+3.8%-5.4%-3.2%
3M-4.5%+13.0%-17.5%-9.7%
6M+20.9%+8.3%+12.6%+15.9%
YTD+19.9%+20.6%-0.7%+9.8%
1Y+41.4%+6.5%+35.0%+35.5%
3Y+239.2%+53.7%+185.5%+177.8%
5Y+185.0%+72.7%+112.4%+119.6%
10Y+655.0%+363.2%+291.8%+259.0%
All+2,064.0%+2,872.0%-808.0%+463.1%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 DRI 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