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  • PR vs GFI✓SelectedUSD · GFIPR vs GFI performance historyLatest closeAs of-0.13%09/09
Stock and ETF performance explorer

PR vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+86.2%
GFI return
+1,023.9%
Excess return
-937.6%
Maximum drawdown
-98.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-0.1%-0.3%+0.2%-0.1%
7D-0.8%+4.7%-5.5%-0.9%
30D+11.3%+14.4%-3.2%+11.1%
3M+24.1%+32.5%-8.4%+23.7%
6M+25.4%-7.2%+32.5%+25.6%
YTD+71.2%+10.9%+60.4%+70.7%
1Y+78.6%+35.5%+43.2%+77.1%
3Y+85.2%+312.1%-226.9%+78.7%
5Y+419.0%+524.6%-105.6%+404.4%
10Y+86.2%+1,092.7%-1,006.5%+94.6%
All+86.2%+1,023.9%-937.6%+94.6%

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 10y: 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…

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