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  • GWW vs FLR✓SelectedUSD · FLRGWW vs FLR performance historyLatest closeAs of-0.80%09/09
Stock and ETF performance explorer

GWW vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.8%
FLR return
+587.1%
Excess return
+4,496.7%
Maximum drawdown
-41.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D-0.8%-3.2%+2.4%-0.1%
7D-0.5%-3.1%+2.7%+0.2%
30D-1.4%+4.9%-6.4%-2.6%
3M-3.6%+10.8%-14.5%-6.7%
6M+15.1%+19.7%-4.5%+8.6%
YTD+27.5%+38.4%-10.9%+16.2%
1Y+29.6%+34.7%-5.1%+18.1%
3Y+90.1%+56.7%+33.4%+61.3%
5Y+222.6%+241.6%-19.0%+121.3%
10Y+566.5%+20.2%+546.3%+395.9%
All+5,083.8%+587.1%+4,496.7%+1,985.6%

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