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  • IP vs GPC✓SelectedUSD · GPCIP vs GPC performance historyLatest closeAs of+2.20%09/04
Stock and ETF performance explorer

IP vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+356.7%
GPC return
+2,341.8%
Excess return
-1,985.1%
Maximum drawdown
-90.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D+2.2%+1.1%+1.1%+1.5%
7D-5.3%+1.2%-6.5%-5.9%
30D-10.9%+6.0%-16.8%-14.0%
3M+11.2%+42.6%-31.5%-11.2%
6M-10.2%+22.8%-33.0%-21.6%
YTD-2.0%+15.5%-17.4%-12.0%
1Y-19.1%+2.0%-21.1%-21.6%
3Y+20.9%-1.4%+22.3%+13.1%
5Y-17.8%+30.6%-48.4%-37.5%
10Y+23.5%+80.6%-57.1%-27.8%
All+356.7%+2,341.8%-1,985.1%-28.6%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling