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

MU vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+106,206.6%
GFI return
+688.7%
Excess return
+105,517.9%
Maximum drawdown
-98.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+6.1%-1.6%+7.7%+6.2%
7D+9.0%+3.1%+5.8%+8.7%
30D+13.8%+27.1%-13.3%+11.8%
3M+2.1%+21.2%-19.1%+0.6%
6M+153.8%-4.5%+158.3%+153.8%
YTD+256.4%+11.7%+244.7%+252.3%
1Y+719.8%+46.0%+673.7%+696.6%
3Y+1,360.4%+309.6%+1,050.8%+1,218.4%
5Y+1,312.4%+506.0%+806.4%+1,126.6%
10Y+6,142.6%+1,009.2%+5,133.4%+4,924.8%
All+106,206.6%+688.7%+105,517.9%+77,721.9%

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