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  • PWR vs GD✓SelectedUSD · GDPWR vs GD performance historyLatest closeAs of+0.70%09/04
Stock and ETF performance explorer

PWR vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+446.0%
GD return
+97.9%
Excess return
+348.1%
Maximum drawdown
-33.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D+0.7%-1.8%+2.5%+1.6%
7D+3.6%-5.3%+8.9%+6.4%
30D-8.6%-6.4%-2.1%-5.6%
3M-13.2%+5.7%-18.9%-16.0%
6M+9.9%-0.9%+10.8%+9.8%
YTD+48.0%+8.2%+39.9%+40.4%
1Y+66.2%+13.4%+52.7%+53.8%
3Y+195.1%+68.5%+126.6%+110.4%
All+446.0%+97.9%+348.1%+225.1%

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 5y: 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…

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