Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ITW vs GFI✓SelectedUSD · GFIITW vs GFI performance historyLatest closeAs of+1.12%09/11
Stock and ETF performance explorer

ITW vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,034.5%
GFI return
+650.5%
Excess return
+8,384.1%
Maximum drawdown
-54.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+1.1%-1.3%+2.4%+1.2%
7D-0.7%-4.9%+4.1%-0.6%
30D-8.3%+10.7%-19.1%-8.7%
3M+6.0%+25.6%-19.6%+5.1%
6M0.0%-8.3%+8.2%0.0%
YTD+10.2%+6.3%+3.9%+9.6%
1Y+3.2%+22.1%-18.9%+1.9%
3Y+21.0%+289.2%-268.2%+14.0%
5Y+37.9%+531.7%-493.7%+26.7%
10Y+193.2%+1,043.8%-850.6%+159.2%
All+9,034.5%+650.5%+8,384.1%+7,998.6%

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