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  • WAT vs GPC✓SelectedUSD · GPCWAT vs GPC performance historyLatest closeAs of-1.01%09/04
Stock and ETF performance explorer

WAT vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,726.6%
GPC return
+1,326.4%
Excess return
+9,400.2%
Maximum drawdown
-80.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D-1.0%+1.1%-2.1%-1.5%
7D-1.3%+1.2%-2.5%-1.8%
30D+2.3%+6.0%-3.6%-0.3%
3M+8.7%+42.6%-33.9%-8.2%
6M+28.3%+22.8%+5.6%+15.7%
YTD+7.8%+15.5%-7.7%-1.0%
1Y+36.6%+2.0%+34.6%+32.4%
3Y+45.7%-1.4%+47.1%+39.0%
5Y-3.3%+30.6%-33.9%-19.8%
10Y+162.1%+80.6%+81.5%+74.1%
All+10,726.6%+1,326.4%+9,400.2%+2,861.2%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC 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 GPC 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