Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WDAY vs GFI✓SelectedUSD · GFIWDAY vs GFI performance historyLatest closeAs of+0.33%09/11
Stock and ETF performance explorer

WDAY vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-30.6%
GFI return
+524.1%
Excess return
-554.7%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+0.3%-1.3%+1.6%+0.4%
7D-5.2%-4.9%-0.3%-5.0%
30D+5.9%+10.7%-4.8%+5.6%
3M+42.3%+25.6%+16.6%+41.4%
6M+34.7%-8.3%+43.0%+35.0%
YTD-13.5%+6.3%-19.8%-14.5%
1Y-18.1%+22.1%-40.2%-20.1%
3Y-26.4%+289.2%-315.6%-36.8%
All-30.6%+524.1%-554.7%-48.0%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling