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  • TPR vs GWRE✓SelectedUSD · GWRETPR vs GWRE performance historyLatest closeAs of-3.73%09/08
Stock and ETF performance explorer

TPR vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+155.9%
GWRE return
+793.8%
Excess return
-637.9%
Maximum drawdown
-82.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D-3.7%-7.8%+4.1%-1.7%
7D-3.4%-25.6%+22.2%+3.5%
30D-27.3%-12.2%-15.1%-25.9%
3M-16.2%+17.7%-33.9%-22.1%
6M-17.9%-11.3%-6.5%-19.2%
YTD-7.1%-25.5%+18.4%-4.5%
1Y+13.6%-42.8%+56.5%+26.9%
3Y+293.7%+59.0%+234.7%+200.4%
5Y+239.1%+21.6%+217.5%+174.1%
10Y+311.2%+139.2%+172.0%+171.1%
All+155.9%+793.8%-637.9%+39.3%

Cumulative growth

Daily Returns

Daily percentage return beside GWRE.

Daily Out/Under-Performance

Portfolio return minus GWRE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GWRE 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 GWRE 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