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  • TSM vs GFI✓SelectedUSD · GFITSM vs GFI performance historyLatest closeAs of+2.35%09/08
Stock and ETF performance explorer

TSM vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,957.4%
GFI return
+1,289.9%
Excess return
+12,667.5%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+2.4%-0.4%+2.8%+2.4%
7D+6.0%+5.7%+0.4%+5.5%
30D+4.5%+15.6%-11.1%+3.2%
3M+3.1%+31.5%-28.4%+0.6%
6M+30.2%-3.7%+33.9%+30.0%
YTD+45.2%+11.2%+34.0%+43.0%
1Y+79.6%+36.4%+43.2%+73.6%
3Y+411.0%+313.5%+97.5%+346.6%
5Y+290.7%+528.0%-237.3%+224.1%
10Y+1,753.6%+1,021.4%+732.2%+1,300.7%
All+13,957.4%+1,289.9%+12,667.5%+10,130.2%

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