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  • PR vs GFI✓SelectedUSD · GFIPR vs GFI performance historyLatest closeAs of+1.24%09/08
Stock and ETF performance explorer

PR vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+422.7%
GFI return
+521.0%
Excess return
-98.3%
Maximum drawdown
-44.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+1.2%-0.4%+1.7%+1.3%
7D-0.6%+5.7%-6.3%-0.9%
30D+17.4%+15.6%+1.8%+16.4%
3M+21.8%+31.5%-9.8%+19.5%
6M+27.6%-3.7%+31.3%+27.5%
YTD+71.4%+11.2%+60.2%+68.3%
1Y+78.3%+36.4%+41.9%+70.5%
3Y+85.5%+313.5%-228.0%+51.5%
5Y+422.7%+528.0%-105.4%+325.7%
All+422.7%+521.0%-98.3%+325.7%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling