-8.4%
FXI vs GAP
+2.1%
-10.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -4.2% | -1.9% | -2.3% | -4.0% |
| 30D | -1.1% | -7.1% | +5.9% | -0.4% |
| 3M | -4.0% | +4.1% | -8.1% | -4.6% |
| 6M | -11.8% | +1.9% | -13.8% | -12.6% |
| YTD | -11.9% | -15.2% | +3.3% | -11.3% |
| 1Y | -16.1% | -10.6% | -5.5% | -16.1% |
| 3Y | +38.8% | +74.6% | -35.8% | +21.4% |
| All | -8.4% | +2.1% | -10.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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