You must be logged in to view this page. Log in or create a free account.
Portfolio Backtester
Define a basket, a rebalance rule, and a benchmark, then replay daily market data back to 1999.
Backtest any portfolio
Backtest a portfolio of stocks and ETFs the way you would actually hold it. A five step builder walks from portfolio to results: pick holdings, set the period and starting capital, choose weights, pick a strategy, and set a benchmark. The engine replays more than twenty five years of daily prices with dividends and splits handled in every run.
- Daily price history back to 1999 on covered tickers
- Dividends and splits modeled in every run
- Fixed-share and percentage-weight rebalancing
- Custom rebalance cadence: monthly, quarterly, annual, or rule-based
The metrics that matter
Every run computes the full risk and return picture, not just an ending balance.
- Total return, CAGR, volatility, Sharpe, and max drawdown
- Sortino, Calmar, pain ratio, and Ulcer index
- Alpha, beta, correlation, and up and down capture versus your benchmark
- Monthly returns heatmap and a full trade ledger
Stress-tested against real crises
A crisis scorecard replays your allocation through the windows that actually hurt: the 2008 financial crisis, the 2020 COVID crash, and the 2022 rate shock. See the drawdown, the recovery time, and how long the portfolio sat underwater in each one.
Compare and iterate
Save runs to history and line them up side by side until the thesis holds up.
Hypothetical results
Backtests are hypothetical and for education. Past performance does not guarantee future results, and nothing here is a recommendation to buy or sell any security.
Create a free GNG Research account to get started.
Free to join. No credit card. Takes seconds.