Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SMCI vs GLW✓SelectedUSD · GLWSMCI vs GLW performance historyLatest closeAs of+4.54%09/04
Stock and ETF performance explorer

SMCI vs GLW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,419.4%
GLW return
+922.2%
Excess return
+3,497.2%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGLWExcessAlpha
1D+4.5%+5.7%-1.1%+1.5%
7D+6.8%+3.8%+3.0%+4.7%
30D+30.6%-1.3%+31.9%+31.0%
3M-15.6%-21.8%+6.2%-7.0%
6M+21.3%+6.9%+14.4%+11.7%
YTD+35.3%+77.2%-41.9%-7.8%
1Y-2.7%+123.2%-126.0%-41.7%
3Y+40.3%+400.0%-359.7%-44.7%
5Y+941.8%+342.8%+599.0%+333.4%
10Y+1,687.4%+771.4%+916.0%+398.0%
All+4,419.4%+922.2%+3,497.2%+796.2%

Cumulative growth

Daily Returns

Daily percentage return beside GLW.

Daily Out/Under-Performance

Portfolio return minus GLW return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GLW 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 GLW 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