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  • ROL vs GD✓SelectedUSD · GDROL vs GD performance historyLatest closeAs of+0.42%09/04
Stock and ETF performance explorer

ROL vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,030.3%
GD return
+20,186.5%
Excess return
-11,156.3%
Maximum drawdown
-57.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D+0.4%-1.8%+2.2%+0.9%
7D-1.4%-5.3%+3.8%+0.1%
30D-4.1%-6.4%+2.3%-2.3%
3M-22.5%+5.7%-28.2%-23.9%
6M-37.7%-0.9%-36.7%-37.8%
YTD-39.6%+8.2%-47.7%-41.3%
1Y-36.0%+13.4%-49.4%-38.7%
3Y-5.1%+68.5%-73.6%-19.5%
5Y-3.4%+97.2%-100.5%-21.9%
10Y+215.2%+190.2%+25.1%+124.1%
All+9,030.3%+20,186.5%-11,156.3%+3,766.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling