+221.8%
FXI vs GAP
+107.2%
+114.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +1.0% | -4.5% | +5.5% | +2.0% |
| 30D | -0.6% | +9.0% | -9.6% | -2.7% |
| 3M | +1.9% | +5.0% | -3.1% | +0.3% |
| 6M | -0.2% | -17.8% | +17.6% | +2.5% |
| YTD | -5.6% | -10.4% | +4.8% | -5.3% |
| 1Y | -4.7% | -3.4% | -1.3% | -6.5% |
| 3Y | +38.0% | +111.5% | -73.5% | +1.8% |
| 5Y | -2.7% | +8.8% | -11.5% | -20.7% |
| 10Y | +19.9% | +32.9% | -13.0% | -28.4% |
| All | +221.8% | +107.2% | +114.5% | +13.0% |
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