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  • TDG vs GFI✓SelectedUSD · GFITDG vs GFI performance historyLatest closeAs of+1.19%09/11
Stock and ETF performance explorer

TDG vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+12,926.4%
GFI return
+290.0%
Excess return
+12,636.3%
Maximum drawdown
-62.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+1.2%-1.3%+2.5%+1.3%
7D-1.9%-4.9%+3.0%-1.5%
30D-7.7%+10.7%-18.4%-8.5%
3M-9.3%+25.6%-35.0%-11.1%
6M-9.4%-8.3%-1.1%-9.3%
YTD-14.3%+6.3%-20.6%-15.4%
1Y-11.8%+22.1%-33.9%-14.2%
3Y+52.0%+289.2%-237.2%+33.1%
5Y+128.8%+531.7%-402.8%+89.4%
10Y+543.8%+1,043.8%-500.0%+377.3%
All+12,926.4%+290.0%+12,636.3%+8,294.0%

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