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  • OKE vs GD✓SelectedUSD · GDOKE vs GD performance historyLatest closeAs of-0.10%09/10
Stock and ETF performance explorer

OKE vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+255.2%
GD return
+195.0%
Excess return
+60.2%
Maximum drawdown
-80.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D-0.1%+0.4%-0.6%-0.4%
7D0.0%-3.2%+3.1%+2.4%
30D+4.6%-9.6%+14.2%+12.7%
3M+6.9%+4.3%+2.6%+2.7%
6M+15.8%+0.5%+15.2%+13.2%
YTD+35.2%+6.6%+28.6%+25.2%
1Y+37.6%+11.6%+26.0%+22.1%
3Y+72.0%+72.6%-0.5%+1.6%
5Y+139.0%+95.2%+43.8%+24.9%
All+255.2%+195.0%+60.2%+39.3%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling