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  • M vs GWRE✓SelectedUSD · GWREM vs GWRE performance historyLatest closeAs of-2.60%09/08
Stock and ETF performance explorer

M vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13.2%
GWRE return
+793.8%
Excess return
-780.6%
Maximum drawdown
-91.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D-2.6%-7.8%+5.2%-0.7%
7D+2.4%-25.6%+27.9%+8.9%
30D-11.6%-12.2%+0.6%-9.9%
3M+1.6%+17.7%-16.1%-4.7%
6M+25.2%-11.3%+36.6%+24.2%
YTD+3.8%-25.5%+29.3%+7.0%
1Y+36.3%-42.8%+79.2%+51.2%
3Y+116.3%+59.0%+57.3%+71.9%
5Y+28.2%+21.6%+6.6%+6.4%
10Y-3.4%+139.2%-142.6%-32.7%
All+13.2%+793.8%-780.6%-38.9%

Cumulative growth

Daily Returns

Daily percentage return beside GWRE.

Daily Out/Under-Performance

Portfolio return minus GWRE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GWRE 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 GWRE 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