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  • IBB vs GFI✓SelectedUSD · GFIIBB vs GFI performance historyLatest closeAs of-2.17%09/08
Stock and ETF performance explorer

IBB vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+527.8%
GFI return
+2,339.7%
Excess return
-1,811.9%
Maximum drawdown
-62.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-2.2%-0.4%-1.7%-2.1%
7D-1.7%+5.7%-7.3%-1.9%
30D+4.9%+15.6%-10.7%+4.1%
3M+24.2%+31.5%-7.3%+22.3%
6M+23.8%-3.7%+27.6%+23.6%
YTD+23.0%+11.2%+11.7%+21.7%
1Y+46.2%+36.4%+9.8%+42.9%
3Y+64.8%+313.5%-248.7%+51.2%
5Y+20.9%+528.0%-507.1%+7.7%
10Y+121.6%+1,021.4%-899.9%+87.8%
All+527.8%+2,339.7%-1,811.9%+498.8%

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