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  • PLTR vs GM✓SelectedUSD · GMPLTR vs GM performance historyLatest closeAs of+0.83%09/11
Stock and ETF performance explorer

PLTR vs GM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,660.3%
GM return
+209.2%
Excess return
+1,451.1%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGMExcessAlpha
1D+0.8%-0.6%+1.4%+1.1%
7D-4.1%-2.4%-1.6%-3.0%
30D-2.2%-1.1%-1.1%-1.7%
3M+27.6%+6.1%+21.5%+23.3%
6M+10.3%+15.0%-4.7%+1.3%
YTD-5.9%+6.0%-11.9%-10.6%
1Y+1.7%+47.1%-45.3%-19.8%
3Y+959.1%+170.5%+788.6%+463.3%
5Y+536.3%+80.5%+455.8%+304.9%
All+1,660.3%+209.2%+1,451.1%+1,010.3%

Cumulative growth

Daily Returns

Daily percentage return beside GM.

Daily Out/Under-Performance

Portfolio return minus GM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GM 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 GM 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