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  • TER vs GFI✓SelectedUSD · GFITER vs GFI performance historyLatest closeAs of+3.13%09/09
Stock and ETF performance explorer

TER vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+15,250.0%
GFI return
+682.6%
Excess return
+14,567.4%
Maximum drawdown
-97.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+3.1%-0.3%+3.5%+3.2%
7D+12.4%+4.7%+7.7%+11.8%
30D+5.1%+14.4%-9.3%+3.7%
3M+4.0%+32.5%-28.6%+1.0%
6M+29.5%-7.2%+36.7%+30.0%
YTD+98.5%+10.9%+87.6%+96.2%
1Y+234.1%+35.5%+198.6%+224.1%
3Y+289.0%+312.1%-23.1%+238.0%
5Y+228.2%+524.6%-296.4%+170.4%
10Y+1,895.7%+1,092.7%+802.9%+1,383.3%
All+15,250.0%+682.6%+14,567.4%+9,228.2%

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