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  • TJX vs GFI✓SelectedUSD · GFITJX vs GFI performance historyLatest closeAs of-0.32%09/11
Stock and ETF performance explorer

TJX vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+43,572.7%
GFI return
+650.5%
Excess return
+42,922.3%
Maximum drawdown
-64.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-0.3%-1.3%+1.0%-0.3%
7D-4.6%-4.9%+0.3%-4.5%
30D-17.2%+10.7%-27.9%-17.3%
3M-24.9%+25.6%-50.5%-25.3%
6M-19.7%-8.3%-11.4%-19.7%
YTD-17.2%+6.3%-23.5%-17.5%
1Y-9.4%+22.1%-31.5%-10.1%
3Y+43.1%+289.2%-246.1%+38.5%
5Y+96.7%+531.7%-435.0%+87.7%
10Y+287.7%+1,043.8%-756.0%+261.3%
All+43,572.7%+650.5%+42,922.3%+42,218.1%

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