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  • SMTC vs GFI✓SelectedUSD · GFISMTC vs GFI performance historyLatest closeAs of+0.81%09/09
Stock and ETF performance explorer

SMTC vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+69,847.7%
GFI return
+682.6%
Excess return
+69,165.1%
Maximum drawdown
-85.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+0.8%-0.3%+1.2%+0.8%
7D+22.5%+4.7%+17.8%+22.2%
30D+24.9%+14.4%+10.5%+24.1%
3M+4.1%+32.5%-28.4%+2.6%
6M+92.6%-7.2%+99.7%+92.7%
YTD+122.5%+10.9%+111.6%+120.9%
1Y+166.2%+35.5%+130.8%+162.3%
3Y+577.2%+312.1%+265.0%+535.6%
5Y+119.0%+524.6%-405.6%+101.1%
10Y+527.9%+1,092.7%-564.9%+455.5%
All+69,847.7%+682.6%+69,165.1%+65,925.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling