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  • GWW vs GFI✓SelectedUSD · GFIGWW vs GFI performance historyLatest closeAs of-0.57%09/10
Stock and ETF performance explorer

GWW vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,589.0%
GFI return
+660.1%
Excess return
+12,928.9%
Maximum drawdown
-56.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-0.6%-2.9%+2.3%-0.5%
7D-3.1%-5.1%+2.0%-3.0%
30D-2.3%+13.4%-15.8%-2.7%
3M-3.3%+36.2%-39.5%-4.2%
6M+15.4%-9.8%+25.2%+15.4%
YTD+26.7%+7.7%+19.1%+26.1%
1Y+29.0%+27.2%+1.8%+27.6%
3Y+89.0%+300.3%-211.3%+80.1%
5Y+221.8%+539.8%-318.0%+200.3%
10Y+562.7%+1,058.5%-495.8%+495.9%
All+13,589.0%+660.1%+12,928.9%+12,091.9%

Cumulative growth

Daily Returns

Daily percentage return beside GFI.

Daily Out/Under-Performance

Portfolio return minus GFI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GFI 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 GFI 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