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  • RF vs GPC✓SelectedUSD · GPCRF vs GPC performance historyLatest closeAs of-0.07%09/04
Stock and ETF performance explorer

RF vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,514.2%
GPC return
+2,341.8%
Excess return
-827.6%
Maximum drawdown
-92.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D-0.1%+1.1%-1.2%-0.8%
7D+1.3%+1.2%+0.1%+0.5%
30D-3.6%+6.0%-9.6%-7.6%
3M+8.1%+42.6%-34.5%-17.3%
6M+11.5%+22.8%-11.3%-5.9%
YTD+15.6%+15.5%+0.1%-0.2%
1Y+15.7%+2.0%+13.6%+8.7%
3Y+86.9%-1.4%+88.3%+69.5%
5Y+89.8%+30.6%+59.2%+37.2%
10Y+344.7%+80.6%+264.1%+147.6%
All+1,514.2%+2,341.8%-827.6%+189.1%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC 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 all: compounded portfolio wealth divided by compounded GPC 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…

all analysis · Full analysis span regression · 6 months rolling