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  • MU vs GD✓SelectedUSD · GDMU vs GD performance historyLatest closeAs of+6.10%09/04
Stock and ETF performance explorer

MU vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+106,206.6%
GD return
+20,186.5%
Excess return
+86,020.1%
Maximum drawdown
-98.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D+6.1%-1.8%+7.9%+6.9%
7D+9.0%-5.3%+14.2%+11.6%
30D+13.8%-6.4%+20.2%+17.1%
3M+2.1%+5.7%-3.6%-1.5%
6M+153.8%-0.9%+154.8%+150.9%
YTD+256.4%+8.2%+248.2%+236.2%
1Y+719.8%+13.4%+706.3%+656.9%
3Y+1,360.4%+68.5%+1,291.9%+1,005.4%
5Y+1,312.4%+97.2%+1,215.3%+879.7%
10Y+6,142.6%+190.2%+5,952.4%+3,507.4%
All+106,206.6%+20,186.5%+86,020.1%+42,157.7%

Cumulative growth

Daily Returns

Daily percentage return beside GD.

Daily Out/Under-Performance

Portfolio return minus GD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GD 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 GD 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