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  • SYF vs GFI✓SelectedUSD · GFISYF vs GFI performance historyLatest closeAs of-1.63%09/08
Stock and ETF performance explorer

SYF vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+333.7%
GFI return
+1,470.9%
Excess return
-1,137.2%
Maximum drawdown
-66.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-1.6%-0.4%-1.2%-1.6%
7D+2.6%+5.7%-3.1%+2.5%
30D0.0%+15.6%-15.6%-0.2%
3M+11.9%+31.5%-19.6%+11.4%
6M+18.9%-3.7%+22.6%+18.7%
YTD-4.6%+11.2%-15.8%-4.9%
1Y+6.4%+36.4%-30.0%+5.7%
3Y+167.2%+313.5%-146.4%+161.3%
5Y+92.3%+528.0%-435.7%+86.9%
10Y+263.2%+1,021.4%-758.3%+268.0%
All+333.7%+1,470.9%-1,137.2%+350.5%

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