+200.3%
FXI vs GAP
+96.1%
+104.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -4.2% | -1.9% | -2.3% | -3.8% |
| 30D | -1.1% | -7.1% | +5.9% | +0.3% |
| 3M | -4.0% | +4.1% | -8.1% | -5.4% |
| 6M | -11.8% | +1.9% | -13.8% | -13.4% |
| YTD | -11.9% | -15.2% | +3.3% | -10.8% |
| 1Y | -16.1% | -10.6% | -5.5% | -16.3% |
| 3Y | +38.8% | +74.6% | -35.8% | +7.6% |
| 5Y | -9.1% | +3.7% | -12.7% | -25.0% |
| 10Y | +18.4% | +2.4% | +16.0% | -20.8% |
| All | +200.3% | +96.1% | +104.1% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling