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  • IRE vs GFI✓SelectedUSD · GFIIRE vs GFI performance historyLatest closeAs of-6.81%09/09
Stock and ETF performance explorer

IRE vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-83.2%
GFI return
+21.3%
Excess return
-104.6%
Maximum drawdown
-95.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-6.8%-0.3%-6.5%-6.4%
7D+29.0%+4.7%+24.3%+22.7%
30D+24.2%+14.4%+9.8%+9.0%
3M-53.2%+32.5%-85.7%-65.2%
6M-36.0%-7.2%-28.9%-30.9%
YTD-51.0%+10.9%-61.9%-52.9%
All-83.2%+21.3%-104.6%-85.2%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling